When i copy/paste the http link in the ftp programme,and then put that link in our forums,i get this error message when trying to access the file from our forums.

Not Found

The requested URL /demon/ RogedNinja.wmv was not found on this server.

Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request.
Apache/2.0.63 (Unix) mod_ssl/2.0.63 OpenSSL/0.9.8b mod_auth_passthrough/2.1 mod_bwlimited/1.4 FrontPage/ Server at Port 80

I can open the the file in the ftp programme so i know its there.

Please check the file name again (upper/lower case). And make sure that you are uploading the file into the correct folder on your server.