I have come across files with changed extensions. Perhaps it's not really a mp4 & perhaps it's even an audio file. mp4 is often used to designate mp4 audio files, depending on the program used to convert it. Such programs include WinAmp who do their own version of mp4 audio, not absolutely identical to apples m4a format but almost.

For video files also get these players VLC - (click on link) _ (choose nearest mirror site) & also MPlayer - The Movie Player Both can do the odd thing the other can't, but both are better than DivX Player.