The likely issue is that the file you downloaded has no audio.  You can test this by open the file in another video player like Window media player, to confirm this. If that is the situation then when you select a file to download, select the one with the "Best" designation next to it in the download list.  It will look like this:

You may need to scroll to the right to see this designation, depending upon the screen resolution on your computer.  Note also it is normally the first one in the list.