When I got my Mac, I found the only way I could play WMV files was to use Microsoft's WMP for Mac. Not any more! I have discovered flip2mac, which is a plug-in for Quicktime. I subsequently learnt that Microsoft are not supporting WMP for Mac anymore so I'm better off all round.
If you want to get flip2mac - here's the link: www.flip4mac.com. Oh, and the player plug-in is free!
Of course, once you have flip2mac installed you will probably want to uninstall Microsoft WMP - here's how.
Have fun!