Just ran into this problem myself and as I found the fix it makes sense to pass on:
The default file type of a video file is .3gp... whatever the heck that may be. Copy the file across to XP or Vista and it doesn't have a clue what to do with it. Same thing if you take the "do you want to search the internet?" option.
cut to the chase, I found a freebie converter (one of many) that works really well. Free. No need to sign up for anything, no need to subscribe and get a gazillion unwanted emails.
Link here: http://www.dvdvideosoft.com/products/dvd/Free-3GP-Video-Converter.htm