Hello Dillytree, and welcome to the Gnutella forums.
It is possible that you downloaded a poorly-made video. However, it is more likely that you are missing the right video CODECs (coding/decoding) for your player, expecially if you are using WMP. You can find CODECs to install, but it is easier to simply install a better player, such as VLC or GOM (both are free and contain virtually all CODECs - if they can't play the file then it probably can't be played at alll).
Quite a bit of useful info here (scroll down the page):
http://www.gnutellaforums.com/downlo...ad-issues.html