for wma, wmv, quicktime, real, etc.. you will need the mplayer codecs
www.mplayerhq.hu go to downloads, get the essential codecs package, extract it, make a directory called /usr/lib/win32
cp essential-xxxxxxx/* /usr/lib/win32
xine based players will detect the new codecs automatically. if you build mplayer later on, pass the --with-codecsdir=/usr/lib/win32 option to configure
edit: oops too late