You don't really "play" MKV files, you play what's inside of them.
More information about MKV can be found here:
http://forums.animesuki.com/showthread.php?t=27313
An alternative to the CCCP pack mentioned in that thread is AnimeSuki's own Playback Help page:
http://phoenix.animesuki.com/doc.php/help/playback.html
And since this topic is about playing a media file, I'm moving it...