You haven't even told us what player you're using

Try VLC player. It's a free download, has codecs installed & will play most things. If VLC won't play it, perhaps the file is just stuffed. If you're just seeing an ad in the file...it's probably useless spam.
You can download VLC here, choose the nearest mirror site for download.
http://www.videolan.org/vlc/

Check video files with Bitzi before download & also preview the file as it's downloading (after about 10%).
How to use Bitzi