Haali will work, yes. However that only enables directshow, not media foundation playback. If you want the latter the only option is the divx mkv Windows 7 tech preview:
DivX Tech Preview: MKV on Windows 7 | DivX Labs - Everywhere Communication Occurs Community Happens
Then you can use Media Center or WMP, and everything will be played (with full acceleration).
Alternatively, just download media player classic. That installs nothing, no codec packs, no reg changes, just a single file that plays everything (it has an internal mkv splitter). Only directshow so far though.