Hi Paula,
You may consider trying another Media Player. WMP is very selective on what you can and can't do. DRM is a lot of the problem. May also need Codecs. Here is a link with alternitive Players and a whole lot more.
CODECs list for Movies/Alternate players / Video help forums/ video-mp3 fixers
If that doesn't help the files may be Fake or Corrupt. See links below for more Info.
Virus thread: Typical virus spam file sizes - Make a note of them (click on blue link to see)
* WARNING: Viruses on network you should be aware of ! *
Hope this Helps.