Sounds like a codec issue! Oddly, the issue is typically in reverse: sound works fine but the video is blank. You have to find out what audio codec was used in the creation of the file, and then locate that codec online. If you’re playing the file back in Quicktime you can spot that information but opening up the file and then hitting Command-I to bring up the movie’s properties. It should list both the video and audio codecs under the Format sub-menu.

To find out which codec you need on Windows use Gspot.

On Mac use Quicktime. In most cases installing Divx will fix the missing audio problem. It’s free from Divx.com (you don’t need the compressors - just the free codecs).