I think it`s not the problem with downloading this file. If the file can be played but there`s only sound, without the picture, it means the codecs she used are not enough to work with this file. Especially that she has the same problem with All I Ever Needed. These are both AVI files, so I`m pretty sure it`s because of codecs. And to solve this problem you need new codecs or video player with codecs inside of it.
If you want video player you can use that one recommended by doris. It really can play everything. And if you want to play all those videos in windows media player, I recommmend to use some newer version of FFDshow - best video codecs I`ve ever used, and it`s free:
http://www.free-codecs.com/download/FFDShow.htm