-- THESE CODECS MAY BE ILLEGAL TO DOWNLOAD DEPENDING ON YOUR COUNTRY'S STATUS. BY DOWNLOADING OR USING ANY INFORMATION, YOU ASSUME ALL RISK AND RELIEVE ME FROM ANY LIABILITY. THIS INFORMATION IS PROVIDED "AS IS" WITH NO EXPRESSED OR IMPLIED WARRANTY, EVEN FOR THE FITNESS TO PREFORM A DUTY --
Just getting that out of the way. Microsoft hates these codecs being on the internet. DVDs and WMV\A are not licenced to be under GNU\Linux.
The reason kaffeine doesn't work is probably the absence of the proper codecs.
Download: The "all" codecs
Unzip the archive.
Move the CODECS, not the folder, into /usr/lib/win32
If that folder isn't there, make it
Now, kaffeine should work just fine.