So this is just a dirty troubleshooting thing, so here goes.
Having trouble with video/audio in a file?
First try making sure all your currently installed codecs are up-to-date. If not (and you're feeling up to it), un-install them and try the Combined Community Codec Pack. It's covers almost every codec used by the underground anime community. You can find it
here.
Media Players
You don't need to use Windows Media Player all the time. Try out one of the following, as they'll pretty much do the trick:
BS Player
VLC Player
Zoom Player
Feel free to add your own tips and crap cause I sure as hell don't have all the answers.