Hi Colin :-)
You might try resetting the file association for those files:
Open Windows Explorer (not IE)
Find one of the files and right click on it
Select Open with
Scroll down and find the correct file type, if listed
If not listed, browse and find it
Then click OK
Then try again
or
Open Windows Explorer
Find and highlight one of these files
Click Tools>Folder Options>File type
Scroll down the list until you find the file type you want
Click Change and then OK
Close and then try it again
Hope this helps :-)
Jan

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> Every time when I click a URL that links to a media file, such as wmv
> file, I
> get the error message "Cannot open page". But it works if I try to
> download
> the media file by 'save as..'. I also have no problem when I open the
> media
> file directly by windows media player 10. I am suspecting that the problem
> has to do with my Internet Explorer's configuration. Can someone help me
> out?? Thanks.