What type of file are you trying to play? You might need to get the right codec. If it an AVI file you will need to download the right codec. Try
DIVX
If you have the right codecs, it might be a problem with WMP. Go to Tools, Player, and set the video acceleration to zero. This should allow you to see the video. Otherwise download the clip, save it on your pc and play it in the DIVX player.