I recommend that you download and use the VLC media player instead of Windows Media Player to play your MKV files. That should work for you :-)
VLC player is FREE
Go to Google and type. Download the latest codecs for WMP.
You now can play most all movie files.
If you download Avi files and you’re having problems with avi files. Just Download a free program called Mpeg4modifier. Drop or load the avi in it, and make sure the bitstream is packed. Just click 'yes' if itís not packed. Then hit save file. Then play on WMP.