How do I do it? I can't figure it out.

Try getting VLC player from http://www.videolan.org/vlc/

Not all videos work, which is another subject. If you get a video avi or mpeg that will not play on vlc, it is most likely faulty. Avoid the wmv format

The Stickies at the head of the forums have many hints and instructions for video playback etc. have a good look through them. One is about "CODECS" which will be useful to you.

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