You need to buy a MPEG4 plug-in to view some videos, many are DivX videos which won't play on Windows Media Player.
Here's a good article. Microsoft article.
Welcome to the world of Codecs.
Relax. There are free video players on the net. VLC Player, available from VideoLan is one, DivX Player is another, BS Player is a third one although the newer versions install adware which is a compromise many won't make. I recommend the older one--adware free, available on the net if you look around.
Many downloadable videos are DivX because some standalone DVD players (the ones that connect to a TV) can play DivX videos so you can watch them on your computer or your TV.
You should look into purchasing a DivX capable DVD player if you download porn from the net.


