Hmm, I see what you're saying, but regarding wmv's (and assorted others), just use mplayer to watch them mate, is what I do.

http://www.fs-driver.org/ This will allow you to assign drive letters to ext2 and ext3 linux partitions, and read/write them like normal partitions on a windows system.

It won't see it because it's looking in the designated downloads folder. You moved it. It's not there, so it won't see it. You just need to compare what you have with what is in your download list, and pay attention to it.