Most of the video files available today are of vlc type and windows media player cannot play videos with such extensions.
Making vlc type files play in windows media player is a quite simple process.
In order to do that you need to install DivX codecs into your system which will enable windows media player to play vlc video files.
One question will arise in you as to where you will find the DivX codecs.
The best place where you can get the DivX codecs is : http://www.wmplugins.com/
Search for DivX codecs and download it.
Then install it on your system.
And now open the vlc media file in windows media player and you will be able to watch the video.