Sorry, I'm not familiar with MAC's, but when I download one of the files, I know I have to un-zip it which creates the playable version. If I just open the downloaded file, I can see what files are included, but that's only a function of windows. I still need to unzip them to copy to the USB drive before they will play. Can you tell me one of the files, and I'll download it?
Any modern version of MacOSX handles zip files automatically, and IIRC Safari will automatically extract the zip once the download is complete (I use Chrome, I've never been able to get on with Safari).