i can't play windows media files like .wmv, .wma
i get an error message

and also when i install programs where can i find thier executables, how can i run them???

I can't help you with the Windows Media Files, but after installing programs, you can find *most* of the executables for them in /usr/bin.

I don't know if xine has plugins to play Window$ Media files (wmv, wma), but mplayer can play it, of course after you update the plugins with w32codecs from mplayerhq.hu (this codecs only needed for wmv9 and later).

Xmms can play those too, with add-on plugins, but still require mplayer installed.