I want to know how do I change a video so that it's playable on Windows Media.?

I uploaded a video of mine and it automatically went to Quicktime Player and the ending thingy is .mov and for Windows Media Player some of the compatible endings are like .wmp or .wma. Am I supposed to change the ending .mov to one of the supported file formats? If so, how do I do it? PLEASE HELP ='[