The problem is that you lack things which would assist us in helping you. Like what OS you're using, what version of WMP you're using, your system specs... all the fancy technical stuff that we like. XP
Being a guy who sees lots of video problems... I'll try my standard "it's not your player, it's your codecs" approach, assuming your system isn't teh suck. Try uninstalling all of your codecs, then installing CCCP instead.
CCCP Site
That'll fix your playback woes... if it's codec-related.