Unfortunately, h.264 profiles main++ are not supported so mplayer has to be the one here. And, you can't really watch mplayer while doing anything else, which means downloading them. Can you find the folder they've been downloaded to via KMPlayer's file lookup? Make sure it's in MyDocs else it won't be able to see them. Obviously, mplayer can play the video wherever it is but if bitrate is over about 400kbps you will probably need to overclock the CPU.