Umm.. I always use WMM but ive never had this happen to me..
My suggestion would b to make sure u actually have the file on ur computer, and then if its there, get a file converter and convert it to the other type of file.. Do u know what type of file it is? Cuz most video files are .mpg or .avi, audio files are usually .mp3, and picture files are usually .jpg ... If your version of WMM is older, than maybe the file of what ur trying to download onto it is not supported which takes us back to the file converter.. I have AVS video converter to get files onto my iPod but it does other files too .
http://avs4you.com/ <- thats the link to download the converter i have.
I reallyyy hope this is what u were talking bout lol and hope it helped
And if all else fails, try uninstalling the WMM and reinstalling it if thats possible..
