So you have downloaded the videos and they are not playing on your device in whatever player you are using by default.
First of all, do NOT try to download more than one clip at a time and do NOT use any "downloading software". You will be blocked from doing this and end up getting a bunch of partial downloads.
Just download and watch one clip at a time- like a normal person. Trying to ownload all the clips at once is like going to the buffet and trying to shovel all the foof into your mouth at the same time.
Give each clip a minute or two to start downloading from Our server.
And if the clip is downloaded and still not playing, try downloading/using VLC player to watch the clip. (Found here: http://download.cnet.com/VLC-Media-Player/3000-13632_4-10267151.html )
That usually solves the problem.
And if it still doesn't work, let us know. (And when writing in with your issue, give us as much detail as possible about the error that you are receiving, the device you are using, internet speed, etc.)