IE7 won't open links to wmv/mpg files

How do I get IE7 to open links to wmv/mpg files?

Currently, when I right-click on a link to a wmv/mpg file and select "Save
Target As...", it allows me to save it. But when I click on that same link,
it brings up the page that says:

Internet Explorer cannot display the webpage

Most likely causes:
You are not connected to the Internet.
The website is encountering problems.
There might be a typing error in the address.

What you can try:
Diagnose Connection Problems

More information

This problem can be caused by a variety of issues, including:

Internet connectivity has been lost.
The website is temporarily unavailable.
The Domain Name Server (DNS) is not reachable.
The Domain Name Server (DNS) does not have a listing for the website's
domain.
If this is an HTTPS (secure) address, click Tools, click Internet Options,
click Advanced, and check to be sure the SSL and TLS protocols are enabled
under the security section.

For offline users

You can still view subscribed feeds and some recently viewed webpages.
To view subscribed feeds

Click the Favorites Center button , click Feeds, and then click the feed you
want to view.

To view recently visited webpages (might not work on all pages)

Click Tools , and then click Work Offline.
Click the Favorites Center button , click History, and then click the page
you want to view.

Have you installed any "All-In-One" Codec packs recently?

Installed any new DVD Player programs?

Anything of that variety at all?

If so that's your culprit.

I've only installed DivX. However, I've reset the default programs in the
control panel so that Windows Media Player has all its default. The problem
still exists.

Yatta!

I fixed it. I right-clicked on a wmv/mpg file and selected Open With>Choose
Default Program... Selected Windows Media Player and now IE7 can open those
files. Only problem is I cannot indicate to IE7 to prompt me to Open or
Save. IE7 automatically opens the file. Does anybody know how to change
that behaviour

USE FIREFOX, or at least Opera.

Which is why I use DiVX to watch movies and WinAmp to play audio. FireFox is also thousands of times better than IE.

There's not a way to switch back and forth between behaviors really.

The best way to do things is to right click on the link to the video and
Save As.

Run a command prompt as administrator.

Enter 'cd \windows\system32'
Enter 'regsvr32 wmp.dll'

You should get a window showing successful registration.

That's it.

I have seen a setting in IE7 that says...don't play media that doesn't use
an external player...is your default set to use an external player?
Double check settings...

Please don't do that. That actually breaks IE opening links to WMV/MPEG
files as it will reset the progid handlers to their XP - not Vista -
equivalents. =(