Mac OS computers, cameras and camcorders, and mobile devices like the mp4 format, but Windows OS machines sort-of lack playback out of the box; but, don't worry...
...Just install a couple pieces of software: 1) Haali's Media Splitter (e.g. from download.com, search "Haali Matroska Splitter"), and just keep all the default options. Now, Windows Media Player has the ability to open MP4 files, but we still need to provide support for the video and audio information inside .mp4 (and .mpeg) files to ensure playback, and 2) ffdshow (e.g. from download.com, search "ffdshow"); and again, the defaults are fine.
Now you can just play your files (e.g. divx) in Windows Media Player as if it was meant to be a part of Microsoft's plan. Note, if double-clicking on the file or loading a webpage doesn't work (i.e. not associated correctly), try right-clicking and select Open With, and then choose WMP and make sure the "always open with" checkbox is checked (i.e. and if from web, save to your computer first to do this).