When you download and try to view some video files in Windows Media Player you may not be able to play these files.
To be able to play these files you need additional " codecs"
Codecs are ,to quote from Wikipedia
" a device or computer program capable of encoding and/or decoding a digital data stream or signal. The word codec is a portmanteau (a blending of two or more words) of 'compressor-decompressor' or, more accurately, 'coder-decoder'
To get these files to play visit Afterdawn and install Ffdshow , reboot after installation and then you should be able to run these files.