If you have gotten this error, or maybe just a blue screen with mplayer or a black window with no video in vlc, just try changing the video output driver:
$ mplayer -vo x11 some_video.wmv
or
$ vlc --vout x11 some_video.wmv
You can also use "mplayer -vo help" to get a list of available video output drivers, if you think x11 is not right for you, as follows:
$ mplayer -vo help
MPlayer SVN-r31628-4.4.4 (C) 2000-2010 MPlayer Team
Available video output drivers:
vdpau VDPAU with X11
xv X11/Xv
gl_nosw OpenGL no software rendering
x11 X11 ( XImage/Shm )
xover General X11 driver for overlay capable video output drivers
sdl SDL YUV/RGB/BGR renderer (SDL v1.1.7+ only!)
gl OpenGL
gl2 X11 (OpenGL) - multiple textures version
dga DGA ( Direct Graphic Access V2.0 )
fbdev Framebuffer Device
fbdev2 Framebuffer Device
matrixview MatrixView (OpenGL)
aa AAlib
caca libcaca
dxr3 DXR3/H+ video out
v4l2 V4L2 MPEG Video Decoder Output
xvidix X11 (VIDIX)
cvidix console VIDIX
null Null video output
xvmc XVideo Motion Compensation
mpegpes MPEG-PES to DVB card
yuv4mpeg yuv4mpeg output for mjpegtools
png PNG file
jpeg JPEG file
gif89a animated GIF output
tga Targa output
pnm PPM/PGM/PGMYUV file
md5sum md5sum of each frame
Hope that helps.