playing downloaded movies

ive just downloaded a movie from this limewire stuff (if you havnt noticed it is the first time i have used this lime wire did have kazza)
anyway once you have got the movies down loaded how do you watch it as i have tried to just launch it like you were able to do with kazza but it doesn't work and so i tries to run it using media player and that didnt work either tried it with two other programs( inter actual player and also windvd 4) butneither of them could even recognise the file so what is it that i am doing wrong
any help would be much apriciated from you guys

cheers
i should be blond