Alright, I'm looking at the thread you're talking about. Yeah, fairly positive you've got to download all those links of whatever episode you're trying to watch. Then use that program thinger she posted to link them all together. Then you can watch it using that thinger Jaxon suggested earlier in the thread.
So, let's say you want to watch Episode 2: The Butterfly Effect, where Sylar ruins that lighting girl's shit after killing her dad, king midas, and lets a bunch of bad dudes escape. While Hiro and his bitch go try to find that fast chick, who was a cripple before she got her powarz, in paris so that they can get that formula thing back. And future peter put present peter in some bald dude's body and he's chilling with the bad dudes being a fag. Like usual. Peter's mom tells Sylar that she's his real mom. But she's bullshitting, as you'll find out later.
So to do that, you'll download all five megaupload links under that episode. Then use that program that chick posted to combine them all. I dunno exactly how, since I've never done it. But it should be pretty self-explanatory once you download everything and check it out yourself. Then you should be able to play it using VLC. If not, just google klite codec or some shit like that, and download that shit. Then it should play.
At least, that's how I think it should work. I suck balls when it comes to computer shit too.