Depending on which player you're using, you might need codecs. Lots here
http://www.gnutellaforums.com/showth...threadid=40665

and the XP codec pack here is good for WMP
http://www.gnutellaforums.com/showth...ght=wmp+codecs

There are links in both threads for alternative players too.

**Please don't tell us what copyrighted material you've downloaded (maybe you could edit your post?)
It's against the forum rules
http://www.gnutellaforums.com/announ...php?forumid=29