Yes.  Just download them off the internet, and install them.

If you're running XP, try either the K-Lite codecs pack, or the XP codecs pack.

If you're running Vista, try the Vista codecs pack ;)

I was talking about the MediaDirect started by the "special" button.... There is no OS showing there !!!

Ok, I found the solution:

http://www.notebookforums.com/showthread.php?t=194543&highlight=mediadirect