MaryK, I've been following this up with Ellora's Cave. They also say that these are probably an older .mobi format, designed to be read on your computer (not much use if you have a Mac or Linux machine, since Mobipocket Reader isn't released for them). They sent me a fresh copy of each of the three ebooks, which still wouldn't open. Stanza puts up an error message:
Kindle for Mac just crashes, and Calibre claimes the books are DRM, although scripts say it's the wrong format for DRM.
Ellora's Cave say they're happy to supply PDF or HTML versions of these unopenable purchased books, so I've asked them to do that. You could also request that. You've paid for the books and should be able to read them.