Most likely, the video player you are using does not have the proper audio codec built in and you haven't loaded the necessary extra codec.
You can see a list of Codec analyzers here:
http://www.downloadatoz.com/codecs/codec-analysis-tools.php. The first one is try-for-30-days-then-pay. I believe all the others are free.
Alternatively, you can download and install a different media player (QuickTime or RealPlayer are the most common alternatives to Windows Media Player, but there are others). They may have the necessary codec built in.
Jeff