Average Tech

I tried to open with VLC, Media Player Classic and other video players but they all failed so where/how do I find out the codec for these files? 

First I needed to know What undf was...

"undf" is a generic token for an unknown / unsupported codec. Have a look at the information-window (accessible through the playlist-window) for the exact codec.

 So how do you find the right codec?

You can try using the GSpot Codec Information Appliance. This utility can identify just about any kind of media to help you find the right codec to play it.