I had downloaded a .wmv file and when I played the movie in Windows Media Player 11.  There was no sound.  I could play .wav files and hear the sound with out a problem.  After some searching on the Internet and trying things out, I found out that Windows Media Player was missing a program, called a codec, to play the sound.  I downloaded AC3 Filter from http://www.free-codecs.com/download/AC3_Filter.htm.  After opening the zip’ed file and installing the softeware, I am now able to hear sound.