One reason could be if you have more than one codecpack installed, otherwise only the the same advise as OAH gave you.

.wmv is not a very trusted format on P2P networks. I know some people use it when making files themselves (private recordings from filmmaking clubs as stuff), but if you were in that category I guess some of your friends would have the answer.

Have you even tried scanning those files before playing them. God only knows what crap is embedded in them.