You don't tell us what kind of error message it tells you, but I think I know what is wrong.
You don't have the appropriate codec to see the movie!!!! You're movie is probably a DivX movie. So download the DivX codec.
If still you can't see the movie, try some other codec.
You will find the DivX codec at:
www.divx.com
And if that doesn't work find some other codecs at:
www.divx-digest.com
and
www.doom9.net
Hope I 'm right.