All Video Podcasts Download, Then Fail

I'm new to podcasts. Using iTunes 7.0.2. The audio ones are fine, but I want video ones. Every one I've tried downloads fine but then are useless with the standard "!" exclamation mark to the left, saying the file was corrupted or iTunes can't play it. I'm trying to get these to a 2Gb nano. It fails at the iTunes stage... what could be wrong? Files from BBC and CNN must be reliable...

Ummm, sorry, but Nanos don't play videos.

So why can't iTunes play them?

1. Do you have the newest version of iTunes?
2. Are the Podcasts brand new, or older?
3. Have you tried any other video Podcasts besides BBC and CNN?