I don't see any way how amule could selectively corrupt your wmv files. More likely, the wmv you are getting with amule are using a different codec than the ones you are downloading from the web (wmv is a container format in a similar way as avi or ogg) and the player you are using is not supporting that particular codec.
So I would suggest trying a different player, maybe even WMP on *gasp* windows.

EDIT:
Or what Kry, who was apparently faster, has said.
