If your computer powers up, your OS loads up and doesnt restart randomly, that should mean that you have a sufficient enough PSU.
To play .mkv files, you need the matroska decoder installed on your OS. If you’re using windows XP/Vista, I’d reccomend you to download the ‘k-lite codec pack’ from here :
It’ll install ffdshow, xvid, divx, matroska and virtually every other codec that you’ll ever need. You should be able to play .mkv files once its installed.
Hope that helps.