No audio being downloaded only the video

Hi - Just wondering if anyone else has run into this issue. I am downloading a free sample video from artistworks.com and the download seems to complete fine and it creates an MP4. But when I play the MP4 it has no audio.
When I download a youtube video it does have sound so there seems to be some issue with my download from this site. Was wondering if anyone has any suggestions as to how to fix the issue so I can get the audio along with the video. Thanks.