The movies are very large so you need to be on a fast connection.
The latest vids are in H.264 format (.mp4) so you need a player that will play this format.
I suggest QuickTime but there is other players too.
Download QuickTime Here
To download a movie instead of watching it online do one of the following.
If the movie is mpeg-1 format (.mpg),
Or for iPod movies (.m4v),
• In IE right mouse click on the video link and choose "Save target as"
• In FireFox right mouse click on the video link and choose "Save link as"
• In Safari Control click on the video link and choose "Download linked file"
If the movie is in H.264 format (.mp4),
Stating with movies released in October and after we will are adding a link directly to the movie file to make it easier to download movies. For movies released before October after the movie finishes loading click on the small downward facing triangle on the right hand side of the controller and choose "Save As Source"
See these screen shots,