What version of Moodle are you using? I didnt know that wmv's could play through Moodle in Firefox, Chrome or Safari. It has been an issue for years.
Has that been fixed?
We cant get them to play at all in Moodle 1.9.5.
I think it is a browser vs. Microsoft issue...not a Moodle issue. You are trying to play a microsoft format video in a non-Microsoft browser.
There's a Windows Media plugin for firefox that might help. See the bottom of this page: https://addons.mozilla.org/en-US/firefox/browse/type:7
I had the probem mentionned above (wmv that starts playing). Then I tried with FLV, which is OK. I just installed the Windows Media plugin for Firefox and the problem is solved.
Lesson: go for FLV otherwise you need to tell your users to install a plugin if they're not using IE.