What codecs do they use? When you're playing it in VLC, hit command-I to get info on the file, and take a look. If it can play in VLC, you should be able to get it to play in QuickTime with the proper codecs. Specifically, you should download Divx and FFusion for video, and AC3 Codec for audio.
If that doesn't work (for older Divx movies, you might not get sound), you should probably be able to do the whole conversion with ffmpegX (no QT codecs required).