I have downloaded a movie and then I go do see it. I get the
message ERROR downloading codec. Could some one please
tell me what to do.

Ah petal, don't fret. Codecs are almost certainly on the web somewhere so google/yahoo 'codecs' and steer towards the codecs compatable with whatever the movie format is (avi, divx, wma etc)

A list of CODECs sources can be found here: 1. Free-Codecs.com, 2. Nimo’s codec pack, 3. CoDecs & codec identifiers, 4. K-Litecode Codec Pack

Also get a backup player with built-in codecs such as VLC: http://www.videolan.org/vlc/ (choose nearest mirror site)
Take my word for it, it's worth having around!

Now that I've got codecs saved in various places all over my computer, you saved my life with that link to the alternate video player. I'm not really all that good at this, but now I can view a zillion more things. Thanks!