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Best answer (Chosen by asker)
If you have obtained a file with the extensions .MPG or .MPEG, then you either have MPEG-1 video or MPEG-2 video. Generally MPEG files play back fine on the last Windows Operating Systems with Windows Media Player, although for some MPEG files, you will need to install a software DVD player like WinDVD for it to play back correctly (particularly with MPEG-2 video).
IMPORTANT: These instructions are a few years old. However, we have a newer, more detailed and eloquent set of instructions for MPG / MPEG files in our Guides section. Click here to read our proper How to play MPG and MPEG files article.
I recommend the use of Media Player Classic for playing back MPEG video.

