trying to view movies I've downloaded

[spligger]

I'm not a computer geek, so please be kind and speak english to me.
I have windows media player to view movies and listen to music.
When I down load dvd movies,ie, The Wedding Crashers, my media play says, "The player might not support the file type or might not support the codec that was used to compress the file" What does this mean and how do I fix this problem?
Before I download the file I check the file with Blitzi.