Sometimes the file is fucked up, try and re-download it.
Also, did you try and join some files into a larger one? (avijoin/mpegjoin) I've also noticed that when using d/l accelerator (DAP) or something of the like, since it d/ls chunks at a time, that the file got corrupt by the time it was finished.
If not, try the DIVX player. Most of the time it plays what wmp won't.
Finally, there's a prog avail called
gspot.
Great prog that will tell you what codec was used for video and sound, and if the file will play on any listed software. You also have the option to render the file to play in a different player of the progs choosing.