This is what I use and it works with my wmv files...
.htaccess file
RewriteEngine on
RewriteCond %{HTTP_REFERER} !^
http://([a-z0-9-]+\.)*yourdomain.com(:80)*/ [NC]
RewriteCond %{HTTP_REFERER} !^
http://([a-z0-9-]+\.)*anyotherreferingdomain.com(:80)*/ [NC]
RewriteCond %{HTTP_COOKIE} !(^|(.+

*)id=valid(;.*|$)
RewriteRule /*
http://www.picz.ca/notice.html [R,L] )
Then here's the trick to get it working with wmv's or any file for that matter.
Put this in the head of the html file that your visitors will see (with the videos on it).
<SCRIPT LANGUAGE="javascript">
// Calculate the expiration date
var expires = new Date ();
expires.setTime(expires.getTime() + 24 * 60 * 60 * 1000);
document.cookie = "id=valid; path=/" + "; expires=" + expires.toGMTString();
</SCRIPT>
That javascript will make a cookie (which is one of the rewritecond's in the htaccess file). So even though the wmv file doesnt show a referal, the surfer that was at that page will have that cookie and therfore can download the wmv file.