Sounds like you are trying to play a .wmv file and it's not decoding properly.. I run into that issue with wmv's occasionally.
have you installed the w32codecs ?
mplayer uses these codecs to decode video files..
http://www.mplayerhq.hu/design7/dload.html
I have also had good luck with Videolans VLC player
http://www.videolan.org/
you need ot be more specific when posting your issues. Which media players you have tried, the types of files you are trying to view, etc.. it's hard to help when we are guessing at the problem.
here is a link that may help on that issue.
How to ask questions the smart way.Eric S Raymond