The COOLPIX AW100 records movies in the .MOV file format which is a file format supported by Windows Media Player. You should not need to convert the file in order to play it in Windows Media Player.
If you are clicking on the file name to open it, check your computer's Default Programs settings to see if .MOV is set to open in QuickTime by default. If so, you can change it so the default program for .MOV is Windows Media Player.
If you are able to open/play other .MOV files in Windows Media Player but still unable to play your AW100's movies then please contact Nikon Support for additional assistance - http://support.NikonUSA.com