First, info about your computer, such as operating system, etc. would sure help for fixing issues..Next, what browser are you using to view the videos?

Which media player is supposed to open in order to view the videos? Do you have that player installed? (Are you sure it's the Flash Player?)

If it is a flash video, do you have scripting enabled?

Can you give us a link as to what videos you're talking about?

Hope this helps.