Windows XP Security/Compatability with Windows Media Playe..

All,
I set up my new computer yesterday, and when I click on a link on the
internet to play a media file (it doesn't matter what kind - mpeg, avi,
whatever), I get a file download window that pops up and asks if I want to
save the file. Beneath that is the following security message: "the file you
are downloading cannot be opened by the default program. It is either
corrupted or has an incorrect file type. As a security precaution, it is
recommended that you cancel the download."
I'm not trying to download the item; I'm just trying to play it. I have
Windows Media Player 10 as my default when I get these messages. If I make
Real Player the default option, I don't get this message. Any ideas? I
don't believe it's the Windows Firewall or any of my McAfee programs. I've
disabled them at one time or another and tried to get the items, but still
received the same message.
Any help you could offer would be greatly appreciated. Thanks in advance
for your help.

Might be best trying the WMP Newsgroup
Windows Media Player NG
<a style='text-decoration: underline;' href="http://www.microsoft.com/windows/windowsmedia/community/newsgroups/WindowsMedia/default.mspx?dg=microsoft.public.windowsmedia.player&lang=en&cr=US" target="_blank">http://www.microsoft.com/windows/windowsmedia/community/newsgroups/Win...sMedia/</a>


"Desmonkey" <Desmonkey RemoveThis @discussions.microsoft.com> wrote in message
news:5DB7CF15-28F0-4FF8-89E7-70211E83F28D@microsoft.com...
 > All,
 > I set up my new computer yesterday, and when I click on a link on the
 > internet to play a media file (it doesn't matter what kind - mpeg, avi,
 > whatever), I get a file download window that pops up and asks if I want to
 > save the file. Beneath that is the following security message: "the file you
 > are downloading cannot be opened by the default program. It is either
 > corrupted or has an incorrect file type. As a security precaution, it is
 > recommended that you cancel the download."
 > I'm not trying to download the item; I'm just trying to play it. I have
 > Windows Media Player 10 as my default when I get these messages. If I make
 > Real Player the default option, I don't get this message. Any ideas? I
 > don't believe it's the Windows Firewall or any of my McAfee programs. I've
 > disabled them at one time or another and tried to get the items, but still
 > received the same message.
 > Any help you could offer would be greatly appreciated. Thanks in advance
 > for your help.<!-- ~MESSAGE_AFTER~ -->