Extension not match file format

I get this message when opening some video files:

The file you are attempting to play has an extension that
does not match the file format. Playing the file may
result in unexpected behavior.
Do you want the Player to try to play the file?
Yes | No

Huh?

Is this a virus warning, or is it just a weird codec
issue? I clicked yes once, and the video seemed to play
OK. Virus scanners say the file is clean.

Thx...

This just happens when you try to play a file such as a
AVI and it has a MPG extension on it. This is not a
problem. It's just telling you that the file has the
wrong extension on it.

>-----Original Message-----
>I get this message when opening some video files:
>
>The file you are attempting to play has an extension that
>does not match the file format. Playing the file may
>result in unexpected behavior.
>Do you want the Player to try to play the file?
>Yes | No
>
>Huh?
>
>Is this a virus warning, or is it just a weird codec
>issue? I clicked yes once, and the video seemed to play
>OK. Virus scanners say the file is clean.
>
>Thx...
>.
>