JokeyJ, to preview partially downloaded videos, set your preview application to something like this:
/usr/bin/open -a "/Applications/MplayerOSXB8r4/MPlayer OS X 2.app"
or
/usr/bin/open -a "/Applications/VLC.app"
Set the path to whatever app you want to use. The quotes are mostly for the case where the path to the app has spaces in it, but can't hurt to use for all paths.
The /usr/bin/open command is one that Apple provides with Mac OS X to give functionality to the command line similar to double-clicking in the Finder. With the "-a" switch, it's more like dragging a file onto an application icon -- it tells that specific application to open the file.
You can get MPlayerOSX
here.