Plugins for some videos

So I went to see a video yesterday and at the top of my screen it said that I
needed additional plugins. I tried to install the plugins, but it said that
it was an unknown plugin or something. Next to it there were the words ms/wmv
or something, so I tried to download Windows Media Player 11, but first I had
to validate... when I tried, it said I had to download Update Rollup 2, which
I already had, but I still downloaded it again, and it still said that I
didn't download it. Can someone please tell me either what plugin I need to
get or how to download WMP11?