How to Play MKV files
MKV is the extension for Matroska file format. Matroska is an container format that wraps video, audio and subtitle, movie information in one file.
One of the easiest way to play MKV file is to install the CCCP (Combined Community Codec Pack) codec packs (Download).
After downloaded and installed the CCCP codec pack, you should be able to play most of mkv files using any DirectShow based player such as Windows Media Player, MPC, KMP.
If you don't want to download the whole CCCP codec pack, you need at least to have Haali Media Splitter installed. (Download Haali Splitter)