If you must open unknown media, use updated, sandboxed players like VLC which patch known vulnerabilities quickly.
Clicking links for such files often redirects to sites designed to steal personal information or flood your browser with intrusive ads. Sexy Girl (2599) mp4
You may be prompted to download a "missing codec" or "player upgrade" to view the video. These are almost always malicious installers that can infect your system. If you must open unknown media, use updated,