Help windows media file to 6600

I have a windows media video saved on my computer, I have transferred it to
the media card but the Nokia 6600 phone does not recognise it, I would guess
that I would have to load windows media to the phone to view it, can this be
done, if not I do have real one the computer can I resave the video on real
one, then transfer to phone which has it installed.

Thanks in advance.

John