From your description it sounds like you're trying to play .wmv files hosted on a website as opposed to on your PC.
When you click on the file on the website you normally see a popup asking you what to do - tell it to play using the default and dee what it brings up, failing that tell it to use wmplayer - see directions for locating it below.
If this doesn't work, in Firefox, go into Tool>Options>Applications
wmv files should come up somewhere - if not just tell each video file type to use wmplayer.exe.
Its location in the root directory, which in Windows machines is C.
Open the search dialogue a search and when it brings up the locations scroll down and you'll see the "browse" option listed at the bottom.
Normally one or the other method outlined above should sort it out.
When you click on the file on the website you normally see a popup asking you what to do - tell it to play using the default and dee what it brings up, failing that tell it to use wmplayer - see directions for locating it below.
I was expecting something like this alright but I just get WM player telling me that it can't play it. I have VLC media player too - which I'm advised is a good all rounder. In explorer I changed the settings for .wmv file extensions to use VLC as the default to open the files but it hasn't made any difference.
If this doesn't work, in Firefox, go into Tool>Options>Applications
wmv files should come up somewhere - if not just tell each video file type to use wmplayer.exe.
Its location in the root directory, which in Windows machines is C.
Open the search dialogue a search and when it brings up the locations scroll down and you'll see the "browse" option listed at the bottom.