To clarify, these are not pirated files or anything against the TOS here. I think the problem is that I'm doing something wrong before I'm downloading. It asks what should Firefox do with this file?
File name is called extransa.avi.003
says it is a "003 file"
Open with - 003_auto_file(default)
or VLC player
or save file.
When I save the file it automatically has the VLC orange parking cone on the file icon.