When using Download Accelerator Plus it will work if you copy the link in then download it but when the file goes into your save folder you have to add the file extension to make it play. Mozilla Firefox browser plays the .mpg files in a mini quicktime box in a new page in the browser, and .avi files open a blank page and then don't initiate download, I haven't figured why either of those happens yet.

For what it's worth, I've tried just about every browser out there, and I'm currently using Avant Browser, which I've had the least amount of trouble with. I've also downloaded the Mega K-Lite Codec pack (making sure that previous codecs were uninstalled to avoid conflict); and prefer Windows Media Player Classic. Now I'm not one of those anti-Microsoft guys thinking that I'm in some sorta war, but I would highly recommend that you stop using Windows Media Player. It is nothing more than a memory hog, bloatware, and just a plain nuisance. When I first started using a computer, WMP along with Real Player and QuickTime were the only media players I thought I could use in order to watch all video formats. Obviously I was wrong, and I've learned a lot.
Also, the codec pack comes with Real Alternative and QuickTime Alternative which allows me to play all videos on Media Player Classic.
In essence, I've never had problems downloading in any way. My Firewall is on full throttle, so I seriously doubt that this is a firewall issue, and to disable it completely wouldn't be the greatest idea. However, it is possible you may have done something with your settings and may want to double check that.

Again, for those of you having difficulty with this sort of thing, make sure you let us know if you're on a PC, a Mac, or anything else, such as: which Operating System you're using, which browser, and your default media player.


Edit: I also think this thread should be moved to the "Site Feedback & Support" forum.