Ive had that sort of problem before.
Windows Media Player sucks a$$.
Im using JetAudio 5.1 and it rocks.
It will play MPEG, MPG, MP3, WMV, RA, RAM, AVI etc... list goes on and on.
The reason I changed was because of the same probs, I got so sick of the probs.
I do beleive it is a codec problem...