confused about web servers

[Steve Kleene <skdeb@syrano.acb.uc.edu>]

I'm perplexed by the following.

My wife made a movie (WMV suffix) with Windows MovieMaker.  She posted it on
a machine running Novell's Novonix web server.  If I typed the file's URL
into a browser window, it just displayed a full page of non-ASCII junk.  This
was true from both XP Explorer and Etch Iceweasel (with mozilla-mplayer).

So I copied the same WMV file to an Etch machine running an apache2 web
server.  When I typed the file's URL into a browser window, the movie played
from Explorer and from Iceweasel.

Can someone here explain why the choice of web server determines whether the
movie plays or not?  I would have thought that the web server would just copy
the WMV file to the browser, which would then decide whether to play it or
display it as text.

Thanks.