Snake Doctor

I'm regretting buying this new box with XP media center edition.

If there are any experts in the house......I try to left click a movie file in internet explorer (wmv, mpeg, whatever)....I get a pop up dialog box that says
"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"

And then it only gives me the option to save or cancel...so I can't stream any video in media player.

Anybody have a fix for this?
What really annoys me about this is I'm thinking of all the people out there with new computers who can't surf our sites because of these default settings.....what a pain.

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