Q: MPG movies on my MacBook Pro...

I am trying to play movies from my Sony camera on my MacBook Pro.  The movies are formatted in a MPG file format.  When I click on the videos they will not play - the format is not recognized... What do I need to do so that I can watch these movies?  (Note: I cannot change the file format on the camera for the ones already on my computer; though I may be able to do something like that for the future (though I don't know how that works...)