Any Mplayer up to version 1.0pre8 and including it does not natively support WMV9. It means that your ubuntu uses m$ binary codec for playing it. As these binary codecs only work on x86 platform, they can't be used on Nokia 770. Native WMV9 support was recently added in the latest development snapshots of Mplayer and you can have native WMV9 support if you take its sources from SVN (upstream MPlayer SVN, not maemo port). So the next MPlayer release is likely to have proper WMV9 support and it may be possible to use it on Nokia 770. I hope that explains everything.

If you really want WMV9 support right now, there are two options:
1. you can try to get the latest MPlayer SVN snapshot, apply maemo patches to it (available for download on garage mplayer page) and hope that it will compile and work
2. you can try to backport WMV9 changes to MPlayer 1.0pre8, provide a patch against maemo mplayer SVN and submit it to us