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This is because VLC behaves different from WMP (Windows Media Player).
VLC doesn't jump to the nearest so called keyframe (reference) but decodes what ever (raw) data it gets. So after a few seconds (you see some greyish discolored blocks most likely) the video "clears up" when it reaches those "markers". With WMP you can only jump/seek to those keyframes anyway (typically every 4 or 8 seconds depending on how the stream was encoded).