Don't think that the filename HelfgotMiYidem.wmv itself causes a problem.
Unfortunately I'm not familiar with the correct notation for paths in countries/(OS-)languages with right to left writing.
The only thing that attracts my attention is the \A at the right but maybe that's just an indicator for the OS in such countries/languages.
This and (of course) that part of the path (user-folder and the media's folder) is in in Hebrew/Ivrit and the remaining part isn't.
Perhaps BS.Player doesn't fully support such combination.
Could you try the same file in a fully non Hebrew-path?