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If you can't see video when watching movies from iTunes for Windows, the steps in one of these articles can help:
iTunes for Windows XP: Troubleshooting video playback
Troubleshooting iTunes for Windows Vista or Windows 7 video playback performance issues
If troubleshooting doesn't solve it, you may also want to report the issue with your purchase:
How to report an issue with your iTunes Store, App Store, Mac App Store, or iBookstore purchase