When i select a movie from the internet, It Opens Totem application and then shows a message bos that reads:

Totem could not play file:///tmp/movie2.wmv
You did not have a decoder installed to handle this file
You might have to install the necessary plugins.

How do i install the plugins to run .wmv file

Depends on your distribution.

Look for a package called w32codecs

i am using fedora 5 and my web browser is Mozilla.

Cool (Is that Mozilla Firefox or Mozilla Suite?)

Before I begin: proprietary format playback is against fedora policy - you are encouraged to use open formats. If the media you want is not available in an open format you are encouraged to (a) ask the suppliers for it (but don't hold your breath) and (b) use a converter (ffmpeg2theora) to change the file format.

Right: Now I've got that over with...

# yum install gstreamer-plugins-ugly

You are using totem-gstreamer.

If you want to know what packages and plugins are available for gstreamer (or anything else) you should try a gui frontend for yum. I liked yumex myself

# yum install yumex

For more notes see:
http://www.mjmwired.net/resources/mjm-fedora-fc6.html
http://www.fedorafaq.org (FC5 still but generally good.)

Simon Bridge:
I have read both sites:

For more notes see:
http://www.mjmwired.net/resources/mjm-fedora-fc6.html
http://www.fedorafaq.org (FC5 still but generally good.)

Both MediaPlayer and gstreamer-plugins-ugly were not installed through yum.

[root@localhost ~]# yum install mplayerplug-in
Loading "installonlyn" plugin
Setting up Install Process
Setting up repositories
core [1/3]
core 100% |=========================| 1.1 kB 00:00
updates [2/3]
updates 100% |=========================| 1.2 kB 00:00
extras [3/3]
extras 1.1 kB 00:00
Reading repository metadata in from local files
Parsing package install arguments
No Match for argument: mplayerplug-in
Nothing to do
[root@localhost ~]# yum install gstreamer-plugins-ugly
Loading "installonlyn" plugin
Setting up Install Process
Setting up repositories
core [1/3]
updates [2/3]
extras [3/3]
Reading repository metadata in from local files
Parsing package install arguments
No Match for argument: gstreamer-plugins-ugly
Nothing to do

You have to enable the livna repository - instructions in the mjmwired page.