Why won't my VLC media player work?

[Mark]

I am trying to play a file in my VLC media player, but it won't work. I thought this thing was supposed to work better than the Windows Media Player. How do I fix it without downloading anything?

Whenever I try to play a certain movie, a screen pops up like it's getting ready to play, but then a split second after it's up, it disappears. Please help.

Thanks!