Given these are mostly .avi files on the site, I'd suggest getting not quite Quicktime, but Quicktime Alternative. It plays the .avi files that Quicktime does, but doesn't come with the godawful "always load with windows even if you tell it not to" feature.
I'm not sure, but when I had zone alarm, any time you try to like..use a program or go to a site it asks if you want to allow it to run and stuff, which gets annoying.
It "prevents" you from accessing stuff, which gets extremely annoying, and it "prevents" other people from accessing stuff, which is extremely easy to circumvent anyways.