Helper applications & extra extensions

[steveinmd]

I am getting an error message when I try to download video files, it says, to the effect, that VLC can not download this file because there is no helper application. What does this mean and how do I get a helper application.

Also, I cannot download video files with extra extensions like .mpg.001. I have HJ split but I need to download the file to use it and VLC will not allow the download.

Thanks for your help.