I've been using ofxWMFVideoplayer with MP4/WMV quite successfully and I'd be curious to hear what issue you got.
DomAmato> Actually ofxWMFVideoplayer uses hardware acceleration, that's the whole point of the player (wmf renders directly to a d3d texture that is hw accelerated, and then the texture is shared between d3d and opengl to avoid costly transfer GPU->RAM->GPU)