bit torrent viewing

hi fellow geeks
can any one pls help
i have just downloaded azureus as my client program
i have downloaded some torrents and they came as files that should be played
as win media files, but media player wont play them.
when i try to play them it wont accquire the licenses as a warning says that my current secuirity setting does allow this to happen.
i have tried to change this but cant what do i do
help pls
also i downloaded div x to try and watch the files but div x says that it is not a media file
is here a program that i can use to watch downloaded torrent files
or how do i change my security settings.
its the latest version of azureus i have
also i heard on the grape vine that u can us azureus to view some web sites how do i do this
thx