Not all wmv files are fakes or corrupted with links. But since wmv files seem to offer that capability, it seems to be an easy medium for pranksters, marketers, etc to use.

If you're only using wmv files to view on your comp, fine. But if you desired to keep movies for burning to disk, better to seek out mpeg & avi files which are 300+MB in size (better b/w 6-700 MB.)

As for the spam jpgs, wmv files, well many people dwnld them by mistake into their shared folders & don't check them for quite some time. Also see Quality of Content on the Network

Personally I filter out jpg, exe & wmv using keyword filters. I remove the filters temporarily if I'm looking for something in that particular format.