Quite likely to be a filter or splitter problem. I'd suggest that
you just install CCCP, which includes the Gabest MPV MPEG decoder, and should handle it all fine.
CCCP is a great and lightweight codec and filter pack that installs basically everything you need for most common media types (and nothing you don't).
However, if you don't want to go that route, you could just install a standalone MPEG-2 decoder and splitter. Basically two good options:
1. Gabest MPEG Decoder/Splitter
2. DScaler with Gabest Splitter
DScaler is considered to have the best possible video quality, but getting it set up properly can be a bit of a pain. Gabest is a good and simpler alternative. ZoomPlayer's Documentation has a nice page about this stuff, and links to download both options, here:
http://www.inmatrix.com/zplayer/formats/mpeg2.shtml