Hi,
Could you please fill in the 'Distribution: ' box in your profile to help us determine how to help you?
You will need a package called 'w32codecs', which you will most probably be able to get from your distro's extra repositories via the package manager. Also download a video player (like MPlayer, Xine, VNC, Totem etc) to play the files - although I assume you already have one.
If w32codecs isn't in your distro's repositories, download the package called 'essential codecs' from
here. Let me know if you need to use this method, as I'll explain what you need to do with the file..
Cheers,
-jk