If you don't have the right (64-bit) codecs installed for the Movie plugin to play a file, it will drop through to the ActiveX plugin which may then be able to play it using something else (including via 32-bit codecs).
It tells you at the top of the preview pane which plugin is being used to display the file, next to the filename. (You may need to make the pane wider if the information is being truncated.)
See Enable/fix playback of various media formats in Opus for info on codecs if you want to get everything working in the Movie plugin. Or turn on the [b]Windows Media Player Preview Handler[/url] in the ActiveX plugin to top it from autoplaying most movie files which drop down to it.
(Or close the preview pane if you don't want it playing movies while you're clicking on movies. That's what I do, and it's made easy to toggle on & off with one click for this kind of reason.)