Can't view video through projector

[LuckyTaxi]

I have a laptop and I would like to view a video in, I'm assuming either ASF or WMV format. It works fine on the laptop, but when I hook up a projector to display it on a wall, the video doesnt show up on the wall. Everything else displays fine, but you see the video running on the laptop but not on the wall. I'm stumped.