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I just checked those videos and they work for me when I click on the bold section headings on the "PsCS3 Videos.html" file, so I'm thinking you might have a defective DVD. Please send your mailing address to email@example.com and I'll send you out a replacement DVD.
Could you tell me where those files come from? You didn't mention the title if this is from one of our books, or if this is on Safari.