Playing video clips
3.1. When I click on the link the Windows Media Player (or RealPlayer) does appear, then I've asked for password and/or the downloading process stops.

The easiest and the most reliable way to download the clip is to right-click on the link and then choose "Save Target As..." option. It is recommended that all downloading manager programs (like GetRight) are turned off. This way you even won't be prompted to enter the password again.

3.2. I've downloaded the video, but my player does not display anything.

Our video clips come in three formats (sorry, it's due to historical reasons). First, there is an old DivX format so you need DivX codec to be installed on your computer. Here is the codec and a free player that are capable of displaying the video clips. Mac users, please click here.
We also recommend using Windows Media Player 6.4 or Windows Media Player 8.0 or higher for playing the DivX video clips. The DivX codec does not work with Windows Media Player 7.0.

Next, the Windows Media Format (WMF). Recent versions of Windows Media Player support this format out of the box. Mac users, you'll need Windows Media Player for Mac OS X

Finally all recent clips are compressed by XVid codec. You can find it here or at the official site.