Actually, yes, that one could be infected with malware strictly by downloading a bunch of compressed but otherwise inert data* to be interpreted as sound or pictures is indeed very much news to me. I DON'T mean clicking on the "use our shiny automatic 'downloader' instead!" button roughly four times as large as the actual link, mind you. Nor downloading something called BlockbusterActionMovie.mp4.rar.docx.bat.exe and just double-clicking it blindly as a bat either. Nor browsing a malicious download page with a browser full of holes and enabled scripting. Just the media file itself - how exactly does that "infect" anyone, again...?
* Yes, one could possibly find and exploit some weakness in the splitter / decompressor coercing it into executing embedded code if one really is crafty enough; so tell me, which one are you targeting with surgical precision - quartz.dll? FFmpeg? Haali? LAV? Any one of the myriad hard-coded things built into stuff like KMPlayer or GOM? Yeah, you know what - I seriously doubt this is actually being done by anyone, anywhere: the 'downloader' route is far easier...