Go and dowload gspot
http://gspot.headbands.com This will tell you what codec you need to get before you can view those movie files.
The reason that you get 'error downloading codec' is because the media player can't "identify" or "find" the correct codec on the MS website.
There are a bunch of codec packs that are available that install the most common codecs. I haven't really looked at them so I can't tell you how "safe" they are.