1. Movie download issues

2. CODECs list and alternate players for Movies I'd suggest getting a backup player such as VLC which has in-built codecs.

3. The licencing question you get when downlding copyright material means you are downlding such copyright material & the onus is on you to decide whether you should continue or not. But be aware of this: Revert Popups to Default

4. Many wmv files will ask for licences which is a different kettle of fish! See What you should know about WMA Files which also applies to wmv & asf files.