If media player can play them you should be able to add them to a movie maker project (import) and then publish the movie using move maker. Check the default settings in movie maker first to make sure the settings are what you want.
You may be having codec problems so try to install one of the popular (and safer ones) - Filehippo is a good source.
Sometimes quick time can import some types of clips, especially if you have the correct codecs.
Make sure that media player and movie maker are associated with the correct types. In vista this is re-set through the default programs under the start button.
Be careful with multi-media converter programs, plug-ins, and toolbars especially free ones, They can cause you all sorts of grief.
Make sure you media player is up todate. It can check for updates (under the help button).
Good luck