Hi Larry,
I am using Mac OS9, and MacIE 5, and I experience the same thing.
I found a simple work around. Try running WMP7, and then opening the
desired WMP file in IE5. This works for me!
Apparently, if WMP is running, it is easier for IE or the Finder to find
it...
I placed an alias for WMP in my Apple menu so I don't have to go to the
Finder and track it down...
HTH
--Dave