Help Needed Please

Just put a couple of videos on my PDA, when i try to open them on my pda it says

" there is no application associated with " shrek 2 " run the application first, then open this file from within the application"

this is happening to a few of my videos.

I havnt got a clue what ive done wrong, can any one help please

[Charlie]

You've put a video type on the iPAQ that isn't supported by your player.