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So I can't watch my own videos in gallery, and when I try to play a video my Xperia s just says "can't play the video"
YouTube videos and stuff like that works normally
please help me 
Are these videos captured with the phone or transferred over from another source?
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WMV - Windows Media Video, Which means this is a Microsoft format and unless Sony is paying Microsoft for the rights of the codec to be used then WMV files are incompatible, You could try MX Player or Mobo Player
I am not sure you can open a wmv on your phone,but as thommo said,try mx player or vlc.