one video file 'wmv' not working.

I assume this WMA file is protected by DRM (Digital rights management) and is encrypted in a way that makes it nearly impossible to access your file without the right software - unless somebody manages to reverse engeneer the program that can decode it.
The hardware of new computers allows to use encrypted codecs, hardware decrypters that can diagnose if they are accessed by a certified applications - and there are even attempts to move the task of decryption from the computer to the monitor that is even harder to reverse-engineer.

All of these attempts have in common that they typically are limited to a single operating system or a single playback application. And that they are typically not readily ported to operating systems anybody is able to change to his needs (lest the need might be reverse-engineering a codec). There are attempts (e.G. in the moonlight framework) to port DRM to linux. And there is hardware support that would allow for nearly un-reverse-engineerable codecs on linux, too. But until now I can only wish you good luck - but have only little hope that this problem is solvable right now.

Second thought/ perhaps that works:

You can try to install wine, the windows compatibilty layer and hope it is compatible enough to allow you the windows version of a video playback application (e.G. VLC) - and the codec they offer you to download.
It is astonishing how many things work with wine.

the file is .wmv not .wma,

That doesn't matter: WMV, WMA and WAV only differ in the last three letters of the file name.

...If it is music you wanted to buy in a online shop - there are loads of shops around sellng you music in "real" mp3 format, that might be watermarked (meaning that even afert copying it to a CD, tape or Minidisk it still can be found out that this the file that originally was sold to you)... But at least they are files you own.

With files with DRM most of the time you sooner or later will have the problem that you are typically only allowed to move them to a new computer two or three times - and only as long as the firm that sold them to you is still interested in allowing you to move the files to another computer. Sometimes they will remove the DRM before closing down their service. But there have been examples of firms that didn't.

Thnx, but how can i watch that file?????? its a movie file... how can i read it. please explain the solution im new to Linux....

As far as I know the only chance is installing wine (using the package manager that can be found under System/Administration/Synaptic package manager) - and then install the codec and a video player for windows in exactly the way you would do it with windows.

A decent player that runs on Windows, too is the VLC player (short for Videolan Codec) at www.videolan.org. Download the windows .exe-file there, and double-click on it for installing. And the link for the .exe file of the codec you need is in one of your last posts. Just download the file and double-click on it, too.

After that the VLC should be in the "wine applications" section of the start menu - and hopefully find the Codec you've installed: I am not really to be called a Windows expert, but as far as I know most codecs for Win are directshow ones - and nearly all type of program will use directshow codecs automatically.