VLC is not the problem but the audio codec encapsulated within the MKV might not be supported - MKV like MOV, AVI, etc are just containers. You can use VLC or the QT Perian plugin to play most MKV containers. However, if it contains a codec neither of them can read, you are out of luck. Other options you can try, but I don't know the extend of MKV support, are FFMpeg and MPlayer. They might have the right codec with them.
Another option is to extract the Audio to a file and try to convert it with a suitable converter in a Windows environment perhaps, if there is nothing available from above mentioned applications. Then re-insert the product into the container.
Seriously, it sucks if people use "fancy" codecs instead of your standard variety.