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I've noticed a few people having trouble opening ET demos, and especially etpro ones.
The main alternative is using seismovision, which _always_ manages to bugger my cfgs up and is a 10meg download (ouch)

Sooo, here's Dr Cyan's method which only needs a mere 6kb batch file. Also works for RtCW and CoD. Woo!

i.) Download
ii.) For this example, we'll be doing ET. Unzip BZZ-ETDP.bat to anywhere. Stick it in yer ET folder for example, as long as you know where it is.
iii.) Right click on BZZ-ETDP.bat, then click edit.
iv.) find the lines:

SET ET_DIR=C:\Program Files\Wolfenstein - Enemy Territory
SET MOD=etpro
SET DEMO_DUMMY=thisisanamenoonewilleveruseforademosowhydontijustusethistomakeitsimpol
SET DEMO_EXT=dm_83
SET STARTUP_PARAMS=+set r_fullscreen 0 +set timedemo 0

(Not rem ones)

Now change 'SET ET_DIR=' to where your ET dir is installed. Make sure 'SET MOD=' is etpro, so you'll be able to play etpro demos,
make 'SET DEMO_DUMMY=' to whatever you want. I just use 'demoplayer'. It doesn't matter as long as it's unique from the other demos.
Leave 'SET DEMO_EXT=' as we ain't ever gonna see another patch to ET :p
'SET STARTUP_PARAMS=' Is used for whatever params you want. If you're not sure, just leave it.

Noooow the demo files shouldn't be associated with any program, so right click any .dm_83 demo, click Open With.. then browse to where BZZ-ETDP.bat is.

Done