After downloading the file(s) to your desktop any audio files are mp3 and should play on any audio player of our choice. You may be asked to associate a video file with a particular program. The video files are Adobe Shockwave/Flash Player (swf) files and should be associated with Internet Explorer.
To associate the file with Internet Explorer, right-click on the file with your mouse, and choose "Open With..." and this will open a list of available programs, choose Internet Explorer and check off the box "Always use the selected program to open this kind of file" and you will not need to associate this type of file in the future.
You may want to update your Shockwave Player and to download the latest edition. You may do so here: http://get.adobe.com/shockwave/
The Adobe link above also supports other operating systems and browsers such as Macintosh computers.You may also update your Macintosh Shockwave/Flash player there. If you are using a Mac, and need help playing a presentation file, you may also Control + click on the file and choose "Open with..." from the menu and then choose flash player and your file should begin to play.