Yes. Your divx movie may be encoded using ac3 audio or an audio encoder that is not supported by other players because in your system that codec might not be installed.
If you have virtual dub then u can check how the audio is encoded. Open that movie in virtual dub and click the menu File -> File information. It should show video information and audio information. In audio it will show how many channels is available,
which format etc ( it may show unknown if it is not a supported format ). if the channels show 6 then it is encoded in ac3. You may download a free ac3 decoder from the link below.
http://ac3filter.sourceforge.net/
hope this works