They Call Me Sonic

Well, you can download it as an mp3 without visuals, or a wmv with visuals. You can get the one with the visuals from the sega movies section of the site.
That means their is something wrong with your video player. Try going to Microsofts web site and downloading the newest version of Windows Media Player, that should fix it.
dude media player not playing wmv...wmv stands for win movie, i think it should play in media player unless you deleted like all of your codecs
Something like thathappened to me to, but i downloaded some codecs and then it worked. But i don´t remember where i downloaded them, sorry.