I got the error 80040200 while trying to play *.wmv file on the windows media player. This file is a audio/video file.
Someone knows how to fix the problem & make the file play on the windows media player.

Mr. Google returns this:

http://support.microsoft.com/?id=842186
And
http://support.microsoft.com/?scid=kb;en-us;q230687

I'm assuming you're trying to play a file format that is not supported by WMP.