You can NOT protect wmv files against hotlinking with .htaccess, because the media player does not send a HTTP_REFERER. Plus, if you allow the empty HTTP_REFERER in your .htaccess ( to allow people with firewalls to view your images/movies in general ), then your site is still open to hotlinking. The hotlinker can use js or i*f*rames and just send an empty HTTP_REFERER when hotlinking to your media file.
Here is a link to my demo pages that demonstrate how .htaccess can be bypassed ( when it allows emtpy HTTP_REFERER ) :
http://hotlinker.trafficguardian.com/