During a download you get a 0xy.part file, which is just a place holder for all the bits that have come in. Most video players will not automatically play these files because they lack the proper extension, such as .AVI or .MPG. If there is enough information in the file though the player can play it, you will have to force it by specifically telling it to open this file.
Once the download is complete the file will be renamed to the original filename and moved to the Incoming directory.
But, like I said, the file needs to have enough information in it to even be played by any video player. For MPEG files this information needs to be in the first bytes, every frame of an MPEG file contains all necessary information to play it. So you just need enough bytes in a row to play something.
For AVI files this is different, all the information about the file layout is in the last bytes of the file, so you need to download not only the first bytes where the actual video and/or audio data is, but also the last bytes where all the synchronisation pointers are. This is why most p2p application have this option to "download first and last chunks first".
Anyway, to get back to your original question: If you have a videoplayer installed that generally works, this should work for aMule as well. If the file does play with a message like "unknown format" or "unknown codec" there simply is not enough information downloaded to actually be able to play even the first seconds of the video.
Patience is the best solution here.