wmv is a Windows Media format. I don't know why Realplayer is coming into it since that deals primarily with Real format files and maybe a few generic formats.
You need
Free Flip4mac QuickTime player components - http://www.microsoft.com/windows/windowsmedia/player/wmcomponents.mspx
After installation a new Flip4Mac pane will appear in System Preferences. Make sure you set the boxes to ensure that it will play WMV files in Quicktime.
or play the files with VLC
VLC media player - http://www.videolan.org/vlc/ - general media player that plays just about anything.
While you're at it you might install:
Perian codecs for Quicktime - http://www.perian.org - plugins to add functionality to Quicktime for playing additional audio and video formats
Quicktime audio problems, Perian, VLC - http://discussions.apple.com/message.jspa?messageID=9013669 - read note about uninstalling prior DIVX support before installing Perian.
Perian doen't do WMV but it's handy to get many things to play in Quicktime.
Note, if these are protected WMV, nothing on a Mac will play those (unless you also have Windows installed).