Thanks for helping me out...FOund the problem....
copy/paste mode
ITS NOT A PROBLEM WITH FIREFOX!!!!!
Ok now I have that off my chest it actually lies with the default configuration in most webservers and is __VERY__ easily fixed. You just need to add a MIME type. You may need to ask your websever provider but they should have no problems in adding this:
The solution to this problem is to add the following line into the httpd.conf file for apache (i.e. server admin must do this):
AddType Windows Media Audio/Video file .wmv
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And indeed, on another server the file DID work 
