I can't address the second one -- you might want to query Nero support -- and give an exact description of the "crash" -- if there is an error message you need to report it fully.
On the first, right click on a downloaded .wmv file and select "properties".
What media player is it currently associated to open with? Typically this would be Windows Media Player by default.
But you can try others -- such as Real Player if you have it -- or download Videolan which plays just about anything:http://www.videolan.org/
You can change the default player association through the file properties "change" dialog -- which I think works best if you have Vista
By the way I had a similar problem in Windows Vista trying to play .avi files online in Internet Explorer. Changing the association -- through the individual file properties -- back and forth resolved it.
Edited by Rollin' Rog, 30 September 2007 - 09:13 PM.