Most likely, you can just ask your hosting provider to add the mime-type for your file to their server settings.
If it's a WMV file, the correct mime-type would be video/x-ms-wmv
For a list of some others, see: http://support.microsoft.com/kb/288102
From that page: "Multipurpose Internet Mail Extension (MIME) types allow for the exchange of different kinds of files on the Internet. For Microsoft Windows Media files and live broadcasts to stream properly, both Web browsers and servers must have their MIME types configured to recognize Windows Media file types. Although browsers usually have their MIME types set automatically, in some cases you may have to set them manually. MIME types almost always have to be configured manually on a Web server. "
If it's a WMV file, the correct mime-type would be video/x-ms-wmv
For a list of some others, see: http://support.microsoft.com/kb/288102
From that page: "Multipurpose Internet Mail Extension (MIME) types allow for the exchange of different kinds of files on the Internet. For Microsoft Windows Media files and live broadcasts to stream properly, both Web browsers and servers must have their MIME types configured to recognize Windows Media file types. Although browsers usually have their MIME types set automatically, in some cases you may have to set them manually. MIME types almost always have to be configured manually on a Web server. "