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What is a good thing to download to play videos?

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When ever I upload videos from my camera to my computer it always puts them in pictures not in videos and then when I try to play it it says "Windows Media Player cannot play the file. The Player might not support the file type or might not support the codec that was used to compress the file." and it says the same when I move the file to videos, my friend told me that it's the thing it's trying to play on and that theres things you can download for it. What is one of those sites I can use?