You need the real player codec to play this format. Either you download Real Player (which I hate) or you get the codec and use another player. I like KMPlayer for all my medias and I believe it comes with the real codec by default.
Real Player is a pretty awful bit of software but should guarantee playing anything in the RMVB container (which in general is RealVideo encoded video and AAC, Vorbis or RealAudio encoded audio).
Another way would be to use the Real Alternative codec which should enable you to play it in other media players such as Windows Media Player. But this is an unofficial codec so playback may not be guaranteed.
Yeah - Real Alternative is a reverse engineered codec for RealVideo/RealAudio - so is infringing on Real’s intellectual property in a lot of places.
The open source media players such as VLC or KMPLayer tend not to support it out-of-the-box as the licensing situation does not fit with their open source licenses.