Can someone please tell me how to download "MPlayer" or "Media Converter"...?

When I go to the page to download the applications, which files should I download and install?

Must I download them to my PC and somehow install them onto the Nokia 770? If so, how do I do that?

For mplayer, open your 770 browser and enter this address:
http://mplayer.garage.maemo.org/mplayer.install
It should bring up the download dialog box and you can click "Open" to install right now, or "Save" to save the file for later installation.

The Media Converter application is installed on your PC. It is used to convert various video formats into files that can be transferred to the Nokia for viewing on the tablet device.

Thanks.

I am trying to install it to my PC, but my computer doesn't know what program to use to open the installation file so that it can be installed.

Please help.

Your PC as in your desktop?
The 770 doesn't work like a Pocket PC. You don't have to install apps on your desktop PC and then 'sync' them with your device. You install them directly onto the device. Use WiFi to get online (or your phone if you are one of the lucky ones whose phone talks to their 770) and open up the web browser on the device (top left world icon), and navigate to the address mentioned above in a previous reply. That should then prompt you to install.
Good luck.

You can also install applications using the Application Manager. But I'm sure that you already know this, having read page 38 of the manual...... Also, if you look at the top of this page you will see a very handy Search function.