You try to open it, but to your horror, it seems like your mac can't open it.
Then you do a google search and it leads you to this page.
Fear not. There are two things that you can do in this situation.
1. Get the Opera browser that has the ability to recognize the file format.
2. Just rename the file to have a .eml extension and then try to open it. Mail.app will recognize the file and open it for you. (Note: I have only tried this on the latest version of Mail.app on Snow Leopard, it may not work on older versions of mail).
So, it seems like you can open a .mht file on a mac without downloading anything after all.
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