Corey Burger's suggestion that the Xiph Foundation, makers of all things Ogg, use different extensions for Ogg video and audio files is a good one. On Windows, the operating system relies on the extension to determine the type of file, ignoring its contents completely.
If you are using Windows, and are looking for Ogg codecs, you may wish to download the Ogg DirectShow filters, which will allow Ogg audio and video to work in Windows Media Player and other applications that use DirectShow.