Are you sure there is no audio contained in the MP4 file ?
The last time I checked an MP4 file downloaded from OrangeWorld it was using AMR for the audio. Have you tried playing the file in quicktime as that should be able to play AMR ? You can also use quicktime to show the audio properties of the file.
The Nokia Multimedia player can also play AMR audio from the PC.
http://www.nokia.com/nokia/0,,72015,00.html
It would seem very strange if the audio had been ommited from the file altogether