so i go to the VLC website (provided by you) and click download VLC windows, then it has a whole bunch of of other things like: Windows self-extracting package:

vlc-0.8.1-win32.exe (6.7MB) :
Select a mirror :
-VIA, Ecole Centrale Paris (France)
-Twente University (Netherlands)
-Cr@ns, ENS Cachan (France)
-Providence University (Taiwan)
-Pontifícia Universidade Católica do Paraná (Brazil)

which one do i chose? sorry im hopeless at this
and know i cant open my windows player