Nitish ,
It's better that you install Mandriva Linux 2006 (formerly called Mandrake).
It's very user-friendly and easy for Windows users migrating to Linux. If you don't have it get it from
www.buylinuxdvd.com.
MPlayer is used to play VCD/DVD and even QuickTime(mov), Windows Media
files (like WMV, ASF, AVI etc.,) ,MPEG videos in Linux , there are other video
players also.
Get MPlayer from the following link:
*www.mplayerhq.hu/homepage/design7/dload.html