I had this same problem. FCP uses the DVCPro HD codec seamlessly and was a great alternative to ProRes(since I am using FCP 5.1 and don’t have ProRes). DVCProHD does not work on PC’s unless the machine has some serious video codec capability, which most consumers will not have nor want to spend money on.
I recommend using compressor or Mpeg Streamclip and converting to h.264, MPEG4, or you could use HDV as most players can read HDV.