Just install the w32codecs, Xine and Kaffeine will be able to play wmv files.
http://cambuca.ldhs.cetuc.puc-rio.br/xine/

If you download the xine plugin it will allow the stream to be played in Mozilla or Firefox. Personally I like the the Kaffeine starter plugin as it starts Kaffeine seperately rather than an ugly over sized video embedded in the browser window.
http://rpm.pbone.net/index.php3?stat...illa&srodzaj=3