Install the w32 codecs from Medibuntu:
https://help.ubuntu.com/community/Medibuntu
This will give you the windows media codecs.
If you ever run into a media file that won't play on Ubuntu, then just play it with Totem media player: (applications > Sound & Video > Movie Player. If Ubuntu needs to install a codec to play the file it will prompt you to install the necessary codecs, then the file will play. This will work for audio as well as video files.