I don't know, do you watch some error message in the player ?. when a clip has a trouble in WMP this one shows an admiration mark ("!") in the right panel, then you click over it and you get a description of the situation.
You might need a specific codec (a kind of reference file that your computer uses to change the data into the video you watch). Try www.divx.com. There is a free download bundle that contains the DivX codecs and a video player. Download the pack and just install it, and hopefully it'll play fine.
And if that doesn't work, it could be that you're low on RAM. Close down any unnecessary programs that might be running in the background.