I find these work invisibly. Whenever you encounter a wmv, for example, the video just plays back. That being said, there are still a number of content providers that encode their wmv with an unsupported codec. In those cases, I find it won't play, no matter what.
I've customized my F4M prefs to show a background color. That way I can easily tell when it's activating to allow me to see any particular video. It's just an indicator to let me know when F4M is intervening to allow me to see the content.
These are a few other components I find helpful for viewing video:
<a href="http://www.videolan.org/vlc/">VLC</a>
<a href="http://www.real.com/player">Real Player</a>
<a href="http://www.apple.com/downloads/macosx/video/mpegstreamclip.html">Streamclip</a>
ok i downloaded both of those...how do i get the video to play? do i have to open the programs or anything??