Ok, here's what I did:

On my XP Computer:
1) Right Click on my "My Documents" folder and go to Sharing...
2) Click the box "Share this folder" and name it "documents"
3) Click the box saying "Allow users to change" blah blah
4) Hit OK. File sharing does its thing and all is good.
5) Go to Security and give "everyone" full control

On my Vista Computer
1) Go to Run and type in \\neo\documents
2) Folder comes up
3) Browse to "My Downloads" folder
4) Open up any pre-existing file without problem

NOW... if I download a new file, be it a video, zip file, document, whatever
and then try to open it on my Vista machine through this share, bammo

For a video through Zoom Player or Windows Media Player, both fail and tell
me the file is either open or corrupted.

AS SOON as I go to the XP machine, right click on the My Documents folder
and go to Sharing, uncheck "Allow users to change..." and recheck it and
click apply... XP does its thing. I go back to Vista and open the SAME file
and bam, it works just perfectly!

I've never had any trouble with this before, and my other XP machine is
having no problems with the share... is there any reason why I have to
continually "reapply" permissions to the XP share on XP for Vista to be able
to open the file?

TIA!