Playing Videos?

[firefighter]

When I want to play a video off the internet it will ask which player, and when I choose Video Player it goes into "Error File cannot be displayed or played" Then I try to play the same video by choosing Movies it comes up with "Cannot play video Sorry, this video cannot be played".. Any suggestions?
Not sure what type of video. It comes from the yahoo sports site. and videos from face book?
YouTube seems to work fine.
Thanks in advance.