I'm might be feeling a bit thick to today, butwhat do you mean with a media player VCD....? Did you burn the file on a VCD?
If not and the problem is something like your "Windows Media Player", then you might consider to download the free VLC media player which comes with built-in codecs and can play almost all files without problem:
http://www.videolan.org/vlc/

And if that player can't play the file properly, you might have to consider it as corrupted......

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"Never Argue With An Idiot. They Will Drag You Down To Their Level, Then Beat You With Experience"

By VCD i meant the VCD cutter it is a kind of movie player.And regarding the downloading of VLC media player i am unabel to understand when i go to that site which file to download it offers a range of files please tell me what kind of VLC player should i download .

Lord of the rings the files are mpg files which run on windows media player.The size of the file on my computer shows that the full file has been downloaded and even when i run the movie in media player it shows that the movie is of may be 1hr15minutes but it runs only for a few minutes and then gets stuck and when i fast forward it i am even able to see a few clips ahead but the movie doesnt run and this has happend to quiet a no. of movie files that i downloaded.