So I'm going around trying to download some anime. When I click on the button to download it, it autimaticly extracts the files from online and shoves a DivX window up. It then says Failed to open file. Please check that it is a valid AVI or MPEG-4 file. Now I know that my comp isn't going to download some 150 mg.'s of info instantly(In my dreams) so I tryed to download from source to my hardrive. Again it instantly downloaded it and pops up with the same screan.

How do I properly extract the files anyone?

thanks for any help.