Generally, you need Flip4Mac to be able to play .wmv's on a Mac.
My version of Flip4Mac was just updated as it was out of date, so that might be happening to you and it's just not telling you?
Try updating it and see what happens.
Cheers.
Try using VLC.
I've had problems with VLC and WMVs before. It's crashed in the middle or pooped out on the sound. Kind of odd because it's perfect for everything else.