Windows Media/Audio File

Can someone help please.

Im having trouble opening clips from internet. Was working fine until i
installed some software for streaming football. I click on clip i want to
download and view and pop up box comes up saying....Do u want to save this
file? ....( No ... i want to view it ! ) Then underneath it says ....The
file you are downloading cannot be opened by the default program. The default
program is set to Windows Media Player.

Thanks
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martin74