Hehe, I think you're confused. Different videos use different codecs. Most interent videos are either Windows Media format or Quicktime (Which is a player I despise). A lot of commercial games are beginning to use Bink because it has incredible compression (Even though you don't need to download the codec yourself), but it takes forever to generate Bink encoded videos. Most of the time the site should tell you which codec you need.

Sers is probably right. Your computer isn't very fast at all. I wouldn't expect it to play larger videos very well.