Videosz Help!

i recently downloaded a few files off of GREAT SITE. anyway they have them in either .wmv OR .mpeg, .avi… u cant choose which seen gets what jus what they have… some scenes that i got came in .wmv format and when i tryed to play them it said i needed a security update for windows media player 10. i click ok then it jus goes to cannot play media then close… CAN SOMEONE PLEASE GIVE ME A SOLUTION
much thanx