You need to install the win32 codecs, assuming you are running 32bit
Ubuntu. If you are running 64bit Ubuntu then you need the win64 codecs.

Open a terminal and type the following:

sudo -s

Then, type your password to go root. Next, follow the directions below:

wget -q medibuntu.sos-sts.com/repo/medibuntu-key.gpg -O - | sudo
apt-key add -

sudo wget medibuntu.sos-sts.com/sources.list.d/dapper.list
-O /etc/apt/sources.list.d/medibuntu.list

sudo apt-get update

Then...assuming you are running 32bit Ubuntu type:

sudo apt-get install w32codecs

Also, see this page for instructions on how to make Ubuntu play all
media formats:

https://help.ubuntu.com/community/RestrictedFormats