thumbnails not opening

hi

why do video thumbnails not open the media file but rather opens links to other video thumbnails.. and so it continues...

this occurs in just about every thubnail link i access .
is there perhaps a software package needeed to open them

i have different media players, VLC, Divx. WMP, and quictime installed

on occassions when i right click to "save Target as", it is saved as a PHP file which doesnt open

Please help