Sometimes they are just junk, and can't open with anything. You can take a text document or any kind of file and change the .txt extension to .avi
In a folder view, hit tools / Folder Options. On the View tab you see an option "Hide extensions for known file types"
I'm no longer concerned with getting bogus files, cause now I can preview again, with VLC media player.
http://www.videolan.org/
But back on topic.. I think the time you've been waiting for a download, and how close you are to the end should be a factor.
A smart program would say: "Oh you been trying to get this for a long time ($now - $timestarted / $totalbytes), and you are almost done? Well go ahead of these guys who just started.."
I don't know if this is a viable solution. Maybe it was just a concidence about these extremely long transfers.