mikefromcanada: I never have seen or heard something like that in the Horny Afternoon games!
As far as I understood, you have downloaded the games from two different sources, therefore it is unlike that the downloaded files would be corrupted. Maybe you have a problem with your computer. What do you use? Internet Eplorer or Firefox? And do you use XP or Vista?
What happens, if you play the game online from e.g. Shark's Lagoon or Horny Gamer directly?
However, you may try to download the files again. Good luck!