Using the Link you posted Above do this for other hosts it is pretty much the same just different layouts, but same setup.
First Click this
Then Pick Play or Download You can play as it downloads with VLC. Divx will not open incomplete downloads, or you can stream with what ever player you want.(have installed)
Download Pick Save if you choose Open it will Download completely then start playing with what ever player you choose to open it with. Download do just that downloads.(Saves to where you tell it to)
Where ever you choose to save/download the file. You can open the incomplete with VLC, or you can wait till it complete and open it with what ever player you have installed and want.