First of all - we aren't telepathic - please include as many details as possible when posting about possible bugs or broken files.
The most important details can be found on the Java Console - it's enabled by default for some OS, but for windows, go to Control Panel -> Java -> Advanced -> Java console -> Show Console. You can disable it afterward if it annoys you.
Secondly, if you see a xml file instead of opening the client if you click the client link, you don't have to post the whole file. Instead, try setting the default application to javaws and retry the link. Check MIME handlers if your OS uses that instead of extensions. For windows: reinstall java from java.com fixes this 99.9% of the time. If not, try right click -> open with -> [program files]\java\jre6\bin\javaws.exe
Finally, if a specific file fails to open and we can't trace the error without more information - please upload the file somewhere. Zip or rar the files and upload it to a file server like rapidshare or your own hosting account somewhere. If you don't mind the extra work, upload + post link in the original post already, it helps us verify theories about why the client got stuck.
[todo: frequently filed bugs]