Movie File not showing up in Finder

[XtreamBeing]

I have downloaded a couple movies from The Pirate Bay and they are all failing to show up in Finder. I am usually prepared for these files to be in a .AVI format and convert them but they aren't even showing up although when I look on uTorrent browser I see that the file has been downloaded and seems to be there but it doesn't show up with the rest of the downloads and I can't locate it. I have also tried Control+clicking on it in uTorrent and the "Show in Finder" is grey and non click-able.

Thanks to whoever can help.