Windows Media, Real Media, Quicktime, MPEG-4, Flash.
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Aside from Windows Media Player, you can also try Mplayer which
supports a wide variety of media formats.
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Windows Media Player will by default rip CD's into a wma format.
This can be changed to other formats. wma is a proprietary format
held by Microsoft.
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Install ffdshow it should help with some formats.
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Wndows Media Player is capable of playing a wide variety of
different video formats. Examples include .wmv and .avi. A
comprehensive listing of possible formats is available at the
official Microsoft website.