SuSE have explicitly disabled the ability to play WMV files, as well as commercial DVDs from within their version of Xine/Kaffine/MPlayer/etc. This is supposedly for licensing reasons.
What you'll need to do is install the normal non-SuSE, non-crippled version of Xine (visit the Xine homepage and download the latest RPM; you can install it on top of the SuSE version).
Then you'll need to install the codecs for DVDs and WMV files. They're downloadable separately, for the same licensing reasons. I don't have the links handy, but I know there's several threads dotted around the forums here that can point you in the right direction.
You should end up with three RPMs to install. Installing them is straightforward, and once they're done you should be able to play pretty much anything through Kaffine/Xine.
Hope that helps.