The only time I've had to use VLC player was for some .mkv files I downloaded, All I know about MKV is that it's the best container for HD video these days, Is your camera HD? They might not even be MKV, so I don't know why I'm rambling on....
Never heard of MKV before until I downloaded them so no idea how you can convert them, googled it?
you can play them in windows media player though if you download the right codec, look for the K lite codec pack, every media codec you will ever need