I think the common answer you'll receive will be.... TCPMP !! :)
For me it's the best player I've come accross, and it plays a lot of formats (both video and audio).
I don't remember the link to download the player, but if you "google" it you'll find the TCPMP page in the first links.
Install it and enjoy your movies ;)
edit: I just found the link on another post:
http://tcpmp.corecodec.org/download