WMV support is very limited under OS X. You can try alternate players like VLC or MPlayer, but the results are probably going to be less than desireable.
The aforementioned software can be obtained at http://www.versiontracker.com with a simple search, but don't get your hopes up... WMV support on the Mac basically sucks, and if you require the ability to view WMV and any other Microsoft-specific codecs (or "mainly PC formats" like AVI), I highly recommend investing in a Windows PC. It just doesn't work great on the Mac.
Subwoofer, if you properly installed WMP 9, then WMV files should play more than rarely. Having said that, some websites have setup their streaming video in ways that are incompatible with Macs. Some are compatible, but claim not to be. Others play perfectly fine. There is still another group that plays in MacOS X 10.3, but not in MacOS X 10.4. Oh and let us not forget that there are DRMed WMV 9 and WMV 10, neither of which are supported on the Mac. Your videos can play on MacOS X, just not within a browser window. My best guess is that you need to reinstall WMP 9. This will automatically reinstall your Internet plug-in.