What browser are you using to watch the movies?
I like it when they just post a link to a video so you can download it and then play it FROM your computer not that online streaming thing.
Like here
http://12.215.127.130/Kurt.mpg right click on the link and look on the menu to save
the file on my browser it is "Save Link As" this allows me to download it and watch when I want
you can do the same at the link you provided.
If you just click on the link I gave does the movie play for you?