You must have a media player capable of playing mpeg movies.
When a link is clicked, you might be prompted to save the movie or launch it with your default media player. Both selections will work, but it is recommended that you allow your default application to open it automatically. Also be advised that some browsers will automatically download and play movies when the link is clicked. It will be necessary to change your system settings if you want to disable this feature.
The average movie is ~5 MB. Those with dial-up internet connections should expect significant download time. An average movie will typically take 30 to 35 minutes with a slow connection. A typical broadband connection will download a movie within a minute.