hi,
go to:
'Documents and Settings\%userid%\Application Data\Microsoft\Internet Explorer\Quick Launch'
and make a new Shortcut (Link) to:
'Program Files\Windows Media Player\mplayer2.exe'
hint: some folders may be hidden and you first have to make them visible by the Folder Options (show hidden) - the pathes and application i wrote down must not be the same to your system depending on how and what version is/was installed
kind regards
Dirk