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First of all, I highly recommend using the C++ interface when using images and video's. It basically helps you with releasing resources and such. This would turn your code into something like this:

NamedWindow( “Example2”, CV_WINDOW_AUTOSIZE );
VideoCapture capture = VideoCapture( "C://absolute_link_to_video_file.rgb" );
Mat frame;
while(1) {
    frame = read( capture );
    imshow( “Example Image C++ style”, frame );
    WaitKey(10);
    if( !frame ) break;
}

More information about the functions can be used here:

http://docs.opencv.org/modules/highgui/doc/reading_and_writing_images_and_video.html

Can you go and try this. Basically if this code does not work, then just place a debug point at the frame read function and see if it is throwing information back. If not, then probably the *.rgb type is not supported in OpenCV.