Hi Janet,
Thank you for posting your query in Microsoft Community and giving us opportunity to assist you.
The MPEG-4 file format, as defined by the MPEG-4 specification, contains MPEG-4 encoded video and Advanced Audio Coding (AAC)-encoded audio content. It typically uses the .mp4 extension.
Windows Media Player does not support the playback of the .mp4 file format.
You can play back .mp4 media files in Windows Media Player when you install DirectShow-compatible MPEG-4 decoder packs. DirectShow-compatible MPEG-4 decoder packs include the Ligos LSX-MPEG Player and the EnvivioTV.
Refer the below mentioned article which has more information on the same:
Information about the Multimedia file types that Windows Media Player supports
http://support.microsoft.com/kb/316992
Hope this information helps. For any further Windows related assistance, feel free to contact us and we will be happy to help.