They would have exactly the same problem with Realplayer as WMP. Fact is, you don't have the correct CODECs. I wouldn't recommend either player personally. lol One player I would recommend, even if you only use it as a backup player, it has in-built codecs & is very reliable (not very pretty interface though ... but it works): VLC: http://www.videolan.org/vlc/ (choose nearest mirror site)
Else see CODECs list and alternate players for Movies