How can I implement trick modes into a VOD that I downloaded?

I downloaded a completely legit VOD. I can play it in WMP only because the license requires that I use that media player. Ordinarily I use Media Player Classic. Anyway, I can't skip or anything. I watched half earlier and wanted to come back and finish it but I can't skip. I have to watch the first half again just to get to the end. I researched and learned that trick modes could be implemented but I couldn't find out how. How?