Once you save the movie to a directory or your desktop,
1. Single LEFT click the video so that it is highlighted.
2 Hold the <SHIFT> key down while you right click while your cursor is over the file name/ICON. This will bring up additional options in the pop-up window.
3. Then select "Open With" and pick Media Player. You may have to choose Options, and then pick "Media Player". Also notice, when you select options, there is a check box in the lower left hand corner of the pop-up that asks you is you always want to open this type of file with the selected program? If you select this check box then all of your downloaded files will change their ICON symbol to Media Player.

Sorry I didn't respond earlier, but I've been flying, building, and designing instead.