LadyAries,
Sorry for the delayed response.
The problem you are having is a CODEC (code/decode) issue. For some reason WMP does not come with all CODECs installed. You can download and install them yourself, or (I recommend) use the less-bloated VLC player, which has all CODECs installed. (VLC is free and can be found via Google).
A wealth of info here:
http://www.gnutellaforums.com/downlo...ad-issues.html (Read through the whole thread.)