Are you by any chance right clicking on "Play in Window"? "Play in Window" and "Download" are two separate links. Someone should probably wedge something between the two so it's more apparent to be honest. Not sure if that makes a difference. If not, and I don't have that kind of knowledge, but it sounds more like a problem with your browser or flash. Maybe try another browser or checking for updates for flash for your browser would be my first guesses.