I'm having a bit of a problem reconciling your statments

And I can't view .wmv files on any sites at all.
Not even with a direct link.
and

I can't seem to find any .wmv files around...
And on dircet link it downloads...
I personally have some doubt that your problem is being directly caused by SpybotSD however until such time as you are able to post a link to a specific site or .wmv file you are not able to view there's not a lot I can do to try to replicate your problem.