Megaupload/rapidshare etc are just file hosts. Without having a paid account, you can download at restricted speed, a certain amount of data every day. Any sort of file can be hosted on them. Being able to watch them has nothing to do with downloading them. Depending on the kind of video file, you'll need a certain way of playing it. Media Player Classic and VLC Media Player are two programs that play just about any kind of video file, especially if you download the relevant codecs. My advice is download one of those, and play your video files you've downloaded with it.