I don't use konqueror, although I've heared good things about it. I guess you can aply the solution I used for opera.
There must be a section that deals with extension and what to do with them if konqueror encounters them:
MIME type: video/x-ms-wmv
Open with other application: mplayer -vo xv
But this might not be the most practical/elegant solution for konqueror, maybe somebody that uses konqueror can answer that question.