(2) What is the format of your movie when saved on your "My Document"? Such as mpg,...
(3) Any error when you open the file using window media player?
(4) Could you transfer the movie from your camera to your computer directly using USB cable without using the card reader? And still have the same problem?
Try to use Quicktime to play the movie. You can download the software from the following website:
http://www.apple.com/quicktime/download/win.html
Also, if you can play the movie by your camera, you can try to send the file to your friend (of course try to send to one person first...may be your best friend) and ask him/her to see whether he/she can play the movie or not.
Since I think your movie is still in good condition and not corrupted.