Cutscene Download Issues

I'm having troubles getting the KH Cutscenes into my iTunes, so i can watch some of them on my iPod, is there some trick I'm missing?
I click on the download icon, get to the page on mediafire, click on the download thing, it downloads, I save it, I go to import it into iTunes, but NOTHING HAPPENS. I'm confused, because I haven't had this issue on other sites, or LimeWire... any help?

 

iTunes needs your videos to be in a special format (I believe it's MP4?). Ours are usually either MPGs or WMVs. You can download a free converter like Any Video Converter or Videora to get them into that format. Super is alright too, but it's a bit more complicated.

Also,
_MOVED
to Tech Support

 

I second using Any Video Converter, it's a great program and converts watermark-free. Just import the video you download from here and convert it to an apple format.

Download it Here

 

Thanks guys, and sorry for not putting it in the right place, too many categories to keep track of...
I guess simply changing the extension when saving isn't enough.