I want to extract the http link from inside the anchor tags? The extension that should be extracted should be WMV files only.
I wouldn't do this with regex - I would probably use jQuery:
jQuery('a[href$=.wmv]').attr('href')
Compare this to chaos's simplified regex example, which (as stated) doesn't deal with fussy/complex markup, and you'll hopefully understand why a DOM parser is better than a regex for this type of problem.