If you have any issues viewing your tutorials, I have found that VLC Media player will play just about anything you throw at it. It is a free download for Windows and Mac.
Brushes – If your tutorial includes brushes, you will see an extra file with the extension .ABR. To load these brushes into photoshop, simply double click on the .ABR file, and it will open photoshop and load the brushes. You may access them by going to Window-Brush Presets. They will be at the end of the preset list.
Images – A great way to load the images included in the tutorial is to open Photoshop and go to File – Scripts – Load Files into Stack. Browse to the included files, select them, and hit ok. They will all load into one document.