The problem is those segments aren't playable too after download!!
Take a look on downloaded segment's "Media Info":
Code:
General
Complete name : ***\Lenka\My Documents\Downloads\0_da7f611f33c952b7_Seg1-Frag1.mp4
Format : QuickTime
Format/Info : Original Apple specifications
File size : 467 KiB
As you see, the file doesn't have header of video dimension and other details!