I just gave it a try and it works for me.
After downloaded all three files removing the _#### at the end of each file so you should have:
Now open the first file and extract the video onto your hard drive. If the video does not play back, you may be missing a video codec.
Have a look at the following FAQ
* Are the VMK files compressed?
* I downloaded a VMK file but it is corrupted. What should I do?