If you are downloading from youtube, I suggest using a different program. One is from youtubedownloaderhd.com
If you're using Firefox, then install the add-on: Easy Youtube Video Downlaoder. It will download in a proper video format.
Since you're using XP install VLC media player to be able to play all the video files or K-lite codec pack to view the files in Windows Media Player.
I wouldn't recommend RealPlayer.