If you trying to double click on a video file while browsing a folder that would see error messages generated since you first need to open a player that supports that type of file. If the files were uploaded from a camcorder you would likely have to try browsing by opening each with the player used to see which one was bad if this is due to a corrupted file.
If no files are found bad the system file checker will help with repairing any system files damaged or missing. Generally a bad file would be known right off when going to run it. For general browsing that sounds like a Windows glitch.