Greetings vejer,
It sounds like you've transferred the files to your computer, but are unable to see the video when playing them.
It sounds like a codec error on your pc.
1. Have you ever been able to play .mp4 videos?
2. Which player on your pc are you trying view the videos through?
I'm going to try to provide information based on a windows computer. I don't have enough mac or linux information to be of help.
If your using windows media player, and never ran .mp4 videos before, you might want to try out a different player like..
1.VLC (video lan player)
2. Kmplayer
3. Media player classic.
All of these come with software codecs to play files that windows usually doesn't by default.
If your prefer to use windows media player, you can download a codec pack like K-lite, which will allow windows media player to run these files.
I'm kind of grasping at straws because you don't give me a lot of info to go on, so I hope this helps.