Downloading Help:

Download a file by first right-clicking on the link then choosing "Save Target As". Mac users: first click-and-hold then choose "Download Link To Disk".

Make sure you're using current versions of Quicktime (Quickime 6 or higher) or RealPlayer (RealPlayer 8 or higher). They're both free to download.
Quicktime
RealPlayer

If you're still stuck, email mcdaggs[at]prettypictures.com. Don't be shy, you're probably not the only one.