Windows Media Player problem

WMP s not great.. there are lots of formats that it struggles with.
Whats the format of the file/film you trying to watch?
you may want to consider downloading a codec pack.. something like the k-lite codec pack (google it).
Or may be try another player.. I like the VLC media player - which has support for LOTS for formats built in.. and its generally a good player

HTH
Cheers