serving wmv, avi files

I'm running Apache 2.0 on a Linux Fedora server.

I'd like to be able to "feed" a small (500k) .wmv or .avi video file
when when a browser clicks on a link. It doesn't have to be
"streaming", just sending the file would be fine.

However, when I do try to view the file via the internet, windows
media player comes up ok, but shows the following error message:

---
Windows Media Player cannot play this file. Connect to the Internet or
insert the removable media on which the file is located, and then try
to play the file again.
---

I'm sure it's my apache server, because media player plays videos from
other sites ok. It just won't play them from my site.

Is this a httpd.conf configuration issue?

--Jim Earl