Two things I'd advise.....
Before downloading a movie (especially the popular ones) check it with Bitzi:
How to use Bitzi
And secondly, after you've downloaded 5-10% go and preview it to see whether it is the file you want.
If your media player has problems with unrendered file or with codecs, you can download and try the free VLC player which comes with built-in codecs and can play almost all mediam files:
http://www.videolan.org/vlc/ 