Partial downloads are tricky. In 95% of cases you can’t access them while they are being downloaded, since they are being written to (this is an operating system safeguard to prevent corruption).
You should however be able to copy the partial files into a different folder and open it from there. My favorite tool to do this is media player classic, since it can open so many formats, and can open truncated avi’s as well. Partial mpeg-1, asf, and wmv files can be opened with windows media player. Partial real media files can be opened with real player. Partial avi’s can be opened with avipreview. IMPORTANT: You need the start bit of the file to open ANY video file. This is important to know, because some file sharing programs (for example emule) download file parts out of order (you might not get the start of the file until late in the download). Such files won’t be previewable.
For experts out there: I still haven’t figured out how to preview QuickTime files. The best I’ve been able to do is browse the folder the partial file is in with ACDSee and I can get a thumbnail (perhaps the first frame?) I’m interested in any tips anyone has.