+1 for OPlayerHD. There's even a lite version in the App Store for you to download free. That way, you can see if it works for you. For me, I've not had any trouble viewing those cute .wmv files that friends insist on sending to me via e-mail (and that I can't resist opening!). OPlayer HD works so well for me that I bought the full app ($4.99 USD).
You can also try yxplayer2, which I also have. It also has a lite version that you can download free so you can try it out.
Between these two (but mostly OPlayerHD), I've had great success.
Good luck.
Marilyn