Then you might have downloaded crippled files.
Besides: Please don't use Phex for infringing copyrights. Filesharing is far more than just getting proprietary files, for example there's a great and lively anime music video scene in Gnutella (just try to search for "AMV"), and there's an ever growing pool of legally downloadeable and shareable material:
http://wiki.phex.org/Free_and_Legal_Content
These will help establishing p2p even more and will help us give you the best possible filesharing experience.
Best wishes,
Arne