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A free program called HJ-Split works pretty well:
HJSplit: free file splitting software for Windows, Linux and other platforms
The videos in the thread are usually split into parts for smaller file sizes. Chances are you have to recombine them with something like HJ-Split.
Once the file parts are joined into one file, the videos here usually play on the standard players like media player. If not, you could try a different player: something like Media Player Classic or VLC.