You need a codec. A codec is a "software driver" or such that encodes and decodes a video or audio file for playback, transmission, streaming, or even editing. Without a codec, your computer will not know how to play the files.
You can either download the DivX codec from http://www.divx.com
or you can download a pack of codecs called the K-Lite Codec pack (short for Kazaa Lite Codec pack.) http://www.klitedownload.com
The latter of the two options allows you to play any file you will ever come across within windows media player, or other software, should you so wish.