It can only play some files without work on your part. MP4 is not a format but a container so anything could be in that.
Try the old trick and rename to .AVI as well as learn about encoding. Try HANDBRAKE.
I have my Samsung blu-ray player hooked up to my tv, and when i attach my external drive to it to play movies, 90% of the time it won't play .mp4 files. It says "File format not supported" What's weird is that there have been times where it WILL play this format?! What is going on?