The application lets me download the videos and stores them like it should, but when I go back and try to play them a warning screen pops up saying "Cannot play this content". Why can't I play the videos?
You can't play the videos because they are not supported by the application. In order to open them, I suggest you download and install a video player from Software Informer database. Personally, I recommend you try VLC Media Player, because it supports all major video and audio formats and it is free of charge. Also, download and install Combined Community Codec Pack.