You can play Windows Media Video format files on your Mac very easily, using Flip4Mac, which works with your own copy of Apple’s QuickTime video player.
Flip4Mac is a free download directly from Apple (or directly from the developer, below), and it’s what Microsoft recommends to use for your Mac. Microsoft still distributes their older Windows Media Player for the Mac, but say they have no plans to update it, so you’re better off using Flip4Mac.
Flip4Mac works with Apple’s QuickTime, which is already on your Mac and allows QuickTime to import the WMV files and play them in QuickTime. QuickTime is something of an industry standard for video on Macs as well as Windows, so I expect that Flip4Mac will be around for a while, unless Microsoft develops their own plugin that works with QuickTime.
You’ll need 10.3.9 or better for Flip4Mac, but it will warn you if you need to upgrade either OS X or QuickTime.
Flip4Mac is a free download, though you can get an upgraded version which will let you save the wmv files and export them into different formats, but that might be more than you need. You can also get Flip4Mac directly from the company that makes it: Telestream, and check out what the upgraded versions will do, if you find you need to be able to export and save WMV files.
There are lots of other video “codecs” available for QuickTime that support different video formats. You can check out all the other QuickTime components at Apple.
But beware of the scams which work by advising users to download codecs “needed” to view videos on Web sites. Don’t fall for them. If you find you need a codec, go to the Apple link above and look for it, or be sure you are downloading it from another site that is trustworthy and not from a popup window that encourages you to download from that site. As always, be careful about the software you install. Windows users are much more susceptible to malware than Mac users, but there is bad stuff for Macs out there.