To download:
For Internet Explorer, click on a file size with the right mouse button and choose "Save Target As". If you are using a Mac you can hold the mouse button down on the like and then choose the option to save it.
For Netscape Navigator, click on a file size with the right mouse button and choose "Save Link As". To save the file on a Macintosh you can hold the mouse button down on the link and choose to save it.

Both small and large versions of each movie are available.  The PC versions are self extracting zip files which should be run after the download is complete.  The Macintosh versions are self extracting archive files.