The video clips are in the widely used standard format h.264 - however Windows media player doesn't by default come with a codec for that.
VLC media player will play it with no problems, as will many other modern players.
You can quite readily download clips and segments via the web GUI as well, using IE11 that has had the webcomponents plugin installed.
*edit*
Then i try to play the file and it will not play using the Windows Media player.
Does he need to download the VSplayer!
Awful Hikvision, just awful. :-(
Actually not - you've picked about the only media player that doesn't support the h.264 codec standard.
Try your download with VLC.
Now Dahua - that's a different, and more difficult, story ...