Down loading video

Greetings. If I recieve a video e-mail I can play it OK. I don't seem to be able to download a video. I have a Demensions 2400 with a dial up modem and I realize it is very slow. Even  though I may think I'm downloading for two hours to get a 5 minute clip I can't play it back. I'm wondering if I am missing a program to download that I don't have. I have downloaded programs and other such and they work alright but I can not down load video. Can you help me figure out what I', doing wrong? Many thanks. JWM