Windows media has sound no visual when playing

most probably you lack the codecs which are necessary for your media player to play the movies.

try the following links:

http://www.free-codecs.com/download/K_Lite_Codec_Pack.htm
http://www.free-codecs.com/download/XP_Codec_Pack.htm

sometimes you may require different codecs, it's a matter of downloading these codecs and see what happens... also, I would advise you to save the movies on your computer before playing them in media player.

Your media player might be having problems getting the video feed from the USB. try copying the file to your local disk and play the movie from there.