Can't download Files in MPEG Format.

The problem is Not In playing those files its in downloading them from the internet and its not just one website i've tried like 10 websites so far and each time i try to download a clip or a video in MPEG Format i get the page can't be displayed warning.
Any idea what could be the problem?
Thanks.

 

Did you try saving them on cliking the right mouse button
and say save as...

 

Yup..Didn't work either..
Tried different browsers too but still same problem.

 

Sure..
Here

 

Hey ..
I've done all the steps but the problem still exists..
here is a ScreenShot of the error msg When i "right click then Save as"
Thanks a lot for you're time.

 

Yup..i can download files in every possible format..
only files In MPEG Format wont work for me.

 

It is very possible those files are downloading using a different port from port 80.

What I am hinting at is, if you have a firewall that is being a little too intrusive, its gonna block ports that you don't want blocked.

I would completely shut down the firewall (assuming you have one) and try it.

 

Not sure if this applies to you or not, but this was a bug in some versions of Internet Explorer, which was resolved with the latest IE Servie Pack.

HERE is some information.

 

Hey..
I've tried with different browsers my default is Firefox, but it wont work with ie neither with Opera so i guess its not a browser bug at least in my situation.

 

If it's not browser specific then that narrows it down a bit.

Try Adrynalyne's or Nick's suggestions.