brightness adjustment

I'm trying to process some mpeg files.
What I want to do is to increase brightness to these videos, that are really
dark.

When I play these files in Windows Media Player and I increase the
brightness, the result is pretty good. The faces can be viewed clearly.

But when I use brightness effect in Premiere, the result is not the same.
The only thing that happens is something like adding a "white layer" in frond
of the picture. I have try many other effects, but nothing reaches the one
with Media Player.

What can make Media Player that I can't do it in Premiere?