Waaaaaaa - I can't see the video!

Here's me, Miss "I'm going to school for IT" and I can't figure out how to get to see the video. It downloads, then comes up with an error:

MPEG by Bitcasting: File Format cannot find MPEG file header. This may not be an MPEG file.

I've tried everything I know and can't get it to open in Real Player, Windows Media, whatever, I can't play it. Any suggestions? Please....???? I wanna see Angel in action....