Make certain you've got all the latest updates from Windows Update page. I've had experiences like this and get impatient and never finish fixing. Right now I've got one desktop that works best with WM9. I've got a second one on the LAN that has trouble with WM9. Wierd. I'm sure it has to do with the codecs, but I feel like a chick in a wolf's den when it comes to codecs.
I also have WinDVD and ATI's players installed. Often ATI's players work when others don't. Got ATI AIW cards in both machines.