"ClassFactory cannot supply the requested class" or Error 80040111 generally
occurs when you are trying to play an AVI without the correct codec
installed.

Q: Do you get this while trying to play an AVI?
Is so...You most likely don't have the right codec installed for that
specific AVI or you have a bad install of the codec.

Using a DirectShow decoding filter such as FFDShow will decrease the
problems you could run into with codec problems.  FFDshow will decode XviD,
DivX 3/4/5, 3IVX, and has support for many other codec's.  It can be
downloaded at http://tinyurl.com/2snnx. (Download ffdshow-20020617.exe and
then run it's installer)

If you just wish to install the individual codec's for your specific video
or FFDShow doesnt support the codec for you file please do the following.
- Download and use GSpot (http://tinyurl.com/328cp)
- Run the installer, open GSpot, goto File>>Open.
- Look for the 4CC code for the file's Video Codec
- http://tinyurl.com/262go will help you.
(Or post the information back here and I can help)
-If you don't get audio, what codec does it use?  GSpot also tells you this.

Q: Are you playing an MPEG/MPG file?
If so...Please provide the following information in a reply to this post.
-Does it only happen with a few MPEG/MPG files?
-If so...It's most likely a file encoded with the MPEG-2 codec.  To decode
this you will need to install an MPEG-2 decoder.  Follow the link to more
information.
http://www.nwlink.com/~zachd/pss/pss.html#mpeg2

Q: Do you get this while playing a file other than an AVI or MPG?
If so...What file format and what version of WMP are you using?  Please also
include where you got the file.