Video file won't open in my premier pro

[#1]

Downloaded a video, but the video plays on my windows player. But refuses to go on my adobe premiere pro cs6 or after effect, it says unsuported format or damaged file, Pls what do I do?

[#2]

Downloaded a video, but the video plays on my windows player. But refuses to go on my adobe premiere pro cs6 or after effect, it says unsuported format or damaged file, Pls what do I do?

[#3]

What format is it? What is your OS version?

nb: sometimes it helps to rename the extension to something that Premiere knows, like .mpg or .mp4.