To play the Windows media files under a version of Windows you need version 7.1 or later of the Windows media player. It can be downloaded from here. To view them on Intel Linux you need mplayer with Windows codecs or xine with Windows codecs.
To play the RealVideo videos (.rm,.rmvb files) you need RealPlayer from Real.com Look for the RealPlayer and follow the link the to basic (free) version. It is available for many operating systems. Some of the files are in version 9 format so require the RealOne player or the RealVideo 9 codecs to be installed in earlier versions. To view the files without waiting for the entire file to download set Tools -> Preferences -> Connection playback settings -> Enable instant playback instead of downloading whenever possible
Most movie players can play mpeg1 files.
The DIVX/MPEG4 files can be played by mplayer and xine listed above on Linux. DIVX players are available for other operating systems.