how to watch a .mpg from europe??

a friend of mine from spain made a video. she sent it to me and saved it as a .mpg. i have no clue what kind of .mpg this is. because i am in canada, i thought maybe i would have to change the region code to watch the video (i don’t know if i have to). so, i did, and i still can’t watch it. wmp, powerdvd and windvd won’t read it. i keep getting messages that say something to the effect of “can’t read format or corrupted file”. i have no clue how to watch this video. does anyone know what i should do??

Try playing it in VLC (www.videolan.org)