It is generally not. Partially downloaded divx files will not play most of the time.
But there is a program that adds and fixes divx headers of partially downloaded divx files. So if you copy and paste the partially downloaded file from wherever you have kazaa downloading it, then use this program on that copied file, you will be able to view it in any player that can play divx.
The program is called Divfix. I use it all the time. Just load the file into DivFix and press "rebuild index".