When I try to play 1 certain MKV it never loads and when I try to play something else it won’t play either. Till I reboot. Other than not trying to play that file is there anything I can do?
Read the FAQ? 
You’ll have to re-mux any files you’ve downloaded that have compression in the headers – the WDTV can’t play them.
You have to make sure compression is set to “none” for all tracks.
Your best bet would be to download
and then run MKVFix to automatically scan your media.
I know MKVfix works with v4.3.0 – it requires it… but I believe there are issues if you try to use v4.5 and v4.6, so stick with v4.3.0 to be safe.
