What's wrong with Veoh?

I know a lot of people ask this question, and I've looked through the past answers but they don't help. I'm trying to take part of a movie that I've downloaded from Veoh, and all my videos are in My Doents folder, but when i try to put it into my movie maker, they're not there. I've also tried moving them to a different folder, and when I move them they no longer work, even on veoh. I've tried opening them on quicktime and Divx, but they're unreadable. Any body have any ideas on how to get my veoh videos into my movie maker or onto a disk? Any suggestions would be helpful. Thanks.