Well, if it is a movie file, and it is in the uncompleted folder, then it's probably likely that you won't be able to open it. Avi files generally can't be opened unless you have the entire file. Mpgs on the other hand seem to deal quite happily with only half the file.
 
Maybe you need to download it again.

Nice One Empinion, Had the same problem as Zinnanna renamed the file extension to the .wmv as suggested and it worked first time. No need for a codec check using Gspot. The dctmp extension was not allowing any program to run the file It was just causing a problem identifying the file extension it should have in this case .WMV.