WMV files won't open or have adware
 

I use WiNXP and when I try to play downloaded .wmv movies they will not open an all I get is an ad for some clearance club.
Why is this and how can I fix it"

1) by choosing not to download anything that has an extension that starts with .wm
2) by being a little careful as to what size the file you are about to download is: if it's too small then don't download it.