There are several things you can do. If you want to play the file using Windows Media Player you have to find out which codec you need for the file.
AVIcodec is one such tool that will tell you which codec you need or the FOURCC (four character code) that the codec has. With the FOURCC in hand you can find and download the required codec from here.
Alternatively you can choose to use one of the highly popular all-in-one players that aim to play back pretty much everything no matter which codec was used.
I highly recommend VLC player