I only have ACAD 2002 and I don't have access to it right now. But I opened the files with Draftsight (great free ACAD clone) and DeltaCAD and they seemed to be fine.

You're not doing anything wrong.  There are two problems and I'm not sure how to fix them. 

First, you're not the only one to report a problem with the viewer.  It was included by whoever created the DXF files.  I didn't test it because I have DeltaCAD and it automatically opened up the files without a problem. 

So far I've looked at two other free viewers but I'm not happy with them.  They're unnecessarily confusing and difficult to install because they're trying to get you to upgrade to a pay version.  They did work though, so maybe the solution is to keep looking for a better viewer.  If you or anyone knows of one, then please let me know.

Someone else also told me about an incompatiblity problem with the files.  He didn't say what he was using, but now I'm wondering if the problem is with newer versions of AutoCAD.

I really don't have a solution at the moment, other than using the trial version of DeltaCAD.  I'm open to suggestions if you have any.

Rob