Media Player Messed Up

Downloaded 9 mb video and having trouble getting it running. I'm Win
98 with Opera as default) browser. I have Windows Media Player, Unzip
Software is Cam Unzip--not a heavyweight program but my cyber needs
are usually pretty basic and this is the first time I've needed to run
a video.. Video file type is .wmv, which is listed among file types
handled by Opera. Windows Media Player error msg is "Unable to
download appropriate decompressor " Gave a # (80040200) but their
link suggested getting help from msft newsgroups. I may be missing
video files that came with my Win 98. Do you think that could be the
problem and if so, what are they and can I get them back short of
re-installing windows.

Please tell me I can launch this video using my Opera browser.