There are a few things that could cause this. I'm just shot gunning the problem because I can't see what message it is giving you. First update your video drivers, and second if that doesn't work your memory could be the problem. You might be having memory dump issues.
Can you play these files on another player? If they do play then your computer should be ok. That would mean that the Windows program is not working... Before you try to fix your computer try uninstalling and downloading and reinstalling the latest version, here is a little info http://www.tech-faq.com/play-wmv-files.shtml