Here's a tip on playing WMV files on the DROID or presumably and android based phone.
Download RealPlayer SP. It's free.
It has converter option. Right click on the video and select CONVERT TO.
On the lower third of the screen is the CONVERT TO box. S
Select the google Nexus 1. The file will be converted to a 3GP H.263 file and saved at the location of your choice. Copy the file to the DROID and it should appear in the Gallery.
I've used it and the conversion works fine.
PS: It can be used to convert IVR files to other formats. It's the only way that I've found that works cleanly.