I don't know why but for some reason when I save the files downloaded it saves as 'file' not in windows Media Player format. It was working fine until I got to Malcolm vs. Reese
Make sure you are right clicking the download link and selecting "save target/link as"
If the problem continues, could you give more detail on what's wrong. What is the file name when you right click and save as? Is it just Malcolm vs. Reese?