You need to download an additional software player that supports RMVB playback. At the moment, Macs are basically limited to one RMVB playback option - RealPlayer. The Mac version of RealPlayer is the only thing I've found that consistently plays RMVB files. In addition to playing RMVB files, the Mac RealPlayer also supports downloading videos from places like YouTube, DailyMotion, MySpace, MetaCafe and many others, which comes in handy if you want to save online videos to your hard drive and convert them for playback on your iPod later.
Get RealPlayer 11 for Mac (which includes RealPlayer Downloader) from:
http://www.versiontracker.com/dyn/moreinfo/macosx/15540
As for file conversion use ffmpegX (only $15). If you run into problems with the .rmvb file format, just change it to .rm and it should work:
http://www.versiontracker.com/dyn/moreinfo/macosx/15473