Help????!!!I have a Window Media file on a CD that has all the videos i want to Edit into a presentation?

How do i do it? When i play the CD it opens on Media player, but the files are all named 'VIDEO_TS.BUP' so when i click them singly from the folder they dont open up. What is this? I need to put it on two movie maker to make a project or powerpoint! help please!