I've recently downloaded some movies that have what appear to be two file extensions. See this example ( No Highway in the Sky (1951).avi.az!). I know that windows only recognises the extension after the last period so this means that the true extension is AZ!. Really wierd isn't it. But much more wierd when no one on the internet can tell me what programs will open this extension.
I know that the file is a movie file but none of my players will look at it.

A file with the AZ file extension is a WinDVD file.

I suggest you ask the company you bought those movies from for help. I'm sure you wouldn't be asking for help with pirated downloads on DaniWeb as that would be against the rules...