New macbook user..question

EDIT* sorry did not read the sticky mod please move this to the right forum thanks!
I'm trying to download videos of my favorite college team (texas longhorns) from www.jcdenton40.com and i download them onto my desktop and click to open and it says choose what app to open with. I do not know what to do, when i used my PC it just opened right up into windows media player....help! Thanks, i know it's probably really simple i just can't figure it out!

A question I can answer!

Those video files are .wmv

Windows Media Player Files.

In order to play them on your mac, you need the wonderfully helpful:

Flip4Mac

A friend sent me a Vid clip which was a .wmv, I just double clicked it and it played in Quicktime Player, i have never download it, it was already on my new MacBook
Chris

Thanks so much i'll try the flip