If it is only one file (which I doubt very much) then just remove the dot after mkv and then try to play. The file should read only as yyy.mkv ( No dot after mkv) Check with Media info to see if the file is valid.
Usually the files downloaded from mediafire will be in many parts and will read as yyy.mkv.001 yyy.mkv.002 .... etc., if they are split files. By renaming the first one as yyy.mkv you may be able to play that. Though media info will show the full duration, it will actually play for less time the balance being contained in the second part. By renaming the second part as yyy.mkv you will not be able to play that since the info on the second part is contained in the first part. In case of such split files you have to download HJ Split HJSplit for Windows
and join them.
Screen shot: A split movie yyy from mediafire downloaded. Two downloads. yyy.mkv.001 and yyy.mkv.002
Media info of yyy.mkv.001 after renaming it as yyy.mkv :File size 165MiB. Only half the movie will play.
Media info of yyy.mkv.002 after renaming it as yyy.mkv :File size: 160MiB. Will not play since all vital info - by whatever name you call it
- is contained in .001
Media info of yyy.mkv after joining both yyy.mkv.001 and yyy.mkv.002 with HJSplit: Note the file size 325MiB. Will play the full movie.
How to play MKV files in WMP? That is a different issue. There is a minimalist way. See my post How can I play .mkv files in WMP 12?
The other is the Shark007 codec way as given by Schroff87.