Unfortunately it downloads with a file extension on the file name, so the computer doesn't know what program to run it with.
yonatan, please try windows media player its works...
This happened to me at work and I told it to open with Windows Media and it did. In case you continue to have trouble and if anyone else is experiencing difficulty, I will try to upload the file to Youtube. If I am successful, you will see it posted.
This shiur is not to be missed!!