It is very possible that the file is corrupted. This would especially be true if you are downloading the file(s) through a bit torrent service such as thepiratebay.se. That seems to be the only logical explanation to your problem. If one file plays, but another of the same type does not, then your player doesn't seem to be your problem. Sounds like a problem with the file itself.
This is what I thought as well, but the file will play from my computer (using VLC media player) just fine.