There have been reports of some wmv files that couldn't be opened, if/when the file had a single keyframe at the begining of the video. Also, opening wmv with 5.1 or better audio, won't get all your audio channels in my experience.

Likewise, there have been some reports of problems opening mpg2 files for editing, depending on the encoder used to create the files.

Generally though, prob. importing these are rare - I'd suggest creating a test wmv & mpg using vv4c, then see if you can open the rendered file(s) on the timeline. Should verify if you need to reinstall &/or troubleshoot your install, or if you have some bad files you're trying to open.