That means you don't have the right codec installed to watch it, haha. (codecs are basically like drivers for videos. they tell windows how to play the video, so without them it wont work)
http://hellninjacommando.com/defilerpak/
Go there and download/install that. There's a good chance that'll work, if it doesn't link us to the video and we'll point you in the right direction to get that codec.