You have to download the divx codex first, this can be found on the divx main site.
then when you want to down load from a site with divx, you can click on download at the top of the divx window, you may have to change some of the divx settings. This is done by right clicking on the divx screen, and selecting preferences, or you can let the divx file play, and right click on the screen , and select save to file.
I hope this helps.