Get these 2 programs: 1. VLC - (click on link)
_ (choose nearest mirror site)
2. MPlayer: http://mplayerosx.sourceforge.net/
They are much more reliable than using QuickTime player. Make VLC your default program for video files. ie: select the mpg file, command i to get information window, then select Open with & browse for VLC & select it. Then press the button for Change all similar files to open. Do the same with AVI files. For wmp, there's a couple of options. One is MPlayer, the other is a special codec to add to QuickTime. See more about that here http://flip4mac.com/wmv_download.htm
but I still find QT player doesn't always play them reliably at all. MPlayer might be a better option.
Here's an example of how to change the default program to open a file: Why does Limewire open MacClassic