Download Winrar,all the files you have are currently zipped and need to be extracted or unzipped. Winrar is basically the bastard cousin of Winzip(.rar/.zip)
Once you have Winrar downloaded,right click on the 1st video in the series and click "Extract files". It should automatically extract each portion of the video and sort them into one folder as either WMV or AVI files(depending on what they were before they were zipped) then you can click on them and play as you please.
If that doesnt work, try deleting the files and downloading them again(once Winrar is already installed)
If THAT doesnt work,let me know and ill try and DL the files myself and check em to see wtfs up.
Who the fuck is Shogun???