Is a wmv.exe a virus?

Its either a self extracting compressed file, or a wmv player, or a virus. Its an executable file so be careful, it could be an attempt to disguise a virus as a media file. Windows media player's executable is wmplayer.exe. Either way its not a video as it is now, and 150k is very small for a video. My guess would be a virus if you downloaded it from a dodgy site.