File formats

I have downloaded a season of a show on a USB.  The first episode is saved in mkv file format and when I plug it in it says that it can’t be played because it doesn’t support the file format, however mkv is one listed as ok for WD Live

Post in the WDTV Live section for your player.   There are three different forums depending on the model you have.

Mkv is a container, the WD player may not support what’s in that container.

Post the text output of mediainfo.

http://mediaarea.net/en/MediaInfo (free but untick the boxes if you don’t want the extras)