I have seen audio lag on WMV files before for, and we recently had an experience where the audio lagged for a very specific reason.
The first one I had audio embedded on the first display only, and that machine lagged slightly processing audio when the other 3 displays didn't have to. Lesson learnt from that experience was if it is possible to extract the audio and play it separately, do so! If you are using USB audio devices, I would imagine this problem would be exasperated.
The second time was a bit interesting. The team who built the show had the audio running off the production machine, and the pause point was .010 off the start of the video. About 1/3 of the time (and we tested this for 2 days to get this average) the timeline would Pause, but because the "green line" on the timeline was so close to the video it would actually trigger the video file on the display machine. Because they received the files so late, they had added them on the timeline and set them to Freerunning, so when the pause point triggered the video, it started running until the operator hit the go again to fade the opacity of the video up. This triggered the video as far as the production machine was concerned, but was obviously 15-20 seconds behind the video footage.
Not sure if the second example is what happened to you, but be wary of having pause points that close to free running video files. Interestingly, if I zoomed closer in on the timeline, and made a visible space between the green bar and the video file, the fault never occurred.
Dan