There's a program called
GSpot that can tell you what codecs you need to play a particular file.
For WMP,
K-Litecode Codec Pack gets recommended a lot. I use
XP Codec Pack 2.0.6 and rarely have any trouble playing a file.
You could also d/l another media player.
VLC media player is a good one that has the codecs built in and will play most file types.
More info here:
CODECs list for Movies /Alternate players / Video help forums