Either use VLC, or if you're the tinkering type, use a little program called "GSpot" to find out what codecs the movie is using, and then look those up so you can install the necessary codecs.
Yeah, VLC is just easier unless you're dealing with the same codec over and over again
-edit-
I haven't run it against GSpot yet, but from what I could gather with the stream data in VLC, it's using an H.264 MPG codec. I'm guessing it's in MP4, but I emphasize that as a
guess.