Formerly Reality Bytes: When Technology Turns Bad, 08/10/2005
Please read this blog for more information on playing video clips.
I have another link some of you may find useful - anybody who downloads movies will know that playing incomplete files is a useful thing, but some users will also know that Windows Media Player can't play incomplete files... so I used Google to find a free player and here it is: the VLC Media Player. VLC can play almost every audio/video format, including DVD/CD (this includes all the menu systems as well!) and even streams! See this page for the full features list.