If I dont then I am having trouble playing them as my Media player doesn't show video, I can just hear the audio.
Er, if you get *anything* from WMP then it sounds like you're downloading videos rather than replays and just don't have the right codecs for whatever videos you got.
The standard Sins replay format is not something WMP would be able to understand at all, as it is simply a listing of the actions taken, so the game can recreate it. Replays should be placed in one of the four replay folders in the Sins User folder (which of the four you use doesn't matter, it only determines which category it shows under in the game). Do note that replays can only be viewed on the same version of the game they were made on.
The Sins user folder can be found as follows:
Vista:
C:\Users\your username\AppData\Local\Ironclad Games\Sins of a Solar Empire\
XP:
C:\Documents and Settings\your username\Local Settings\Application Data\Ironclad Games\Sins of a Solar Empire\
Please note that some of these directories are hidden by default. To unhide them, go to Control Panel -> Folder Options -> View and set yourself to view hidden files and folders.
