Oh don't worry, you are not being rude at all. Let me try to explain in a dummy (not meant rude, either) way.
The .mkv extension is used to indicate that the file was packed using the Matroska container. The container can be seen as a means of holding content, it can hold different kinds of content. Think of a bottle holding Guiness or Milk. The bottle is still the same, the content is not. My point is, possibly there is some kind of drink in that bottle that HandBrake does not like ;-)
What is Matroska/MKV?
http://www.matroska.org/node/46
MKVToolnix is a set of tools for inspecting etc MKV files. You could use it to see what kind of video (drink) is inside the container (bottle).
But I can imagine you don't even want to know

In that case, can you try some other download from that well-known website and report if that fails, too?
Surely HandBrake can handle the MKV container and the most common codecs (the way of compression the images) like Divx, Xvid, H.264.
Disclaimer: I don't pretend the above post is 100% flawless, but I tried to explain it in more simple ways