First download
GSpot, load the video into it and see which codec you need. An install of
FFDSHOW will usually solve all your mpeg-4 decoding problems. (download the SSE2 version if you have a P4, or the generic if anything else)
And VOB files (lol) are a bit more tricky. You need an mpeg-2 codec which are usually not free. You could just install WinDVD and drag and drop the VOB files into it, but if you really want WMP10 to play it, the
NVDVD decoder is the best one out right now.