Had this happen myself recently on two occasions. The first time it happened and after a brief wait of 10-20 seconds the WD said the file was an unsupported format.
On the second occasion I waited almost a minute but the file did eventually play.
Sadly I cannot give you a reason for this except perhaps a best guess that your WD is buffering the movie to play. Perhaps try again and wait a few moments longer?
If all else fails restarting the WD device might help, they can be pretty temperamental.
