Can't play .wmv or .wma files from an IE7 link

I use both Firefox as well as Internet Explorer on my Windows XP computer. Whenever I click any .wmv or .wma URL in the Firefox it works fine with Windows Media Player but when I click the same URL in Internet Explorer 7, it gives me error saying “IE can't display the Web page”.

Any idea whats going wrong?

Many users face problem while linking directly to a media and this problems actually depends on the OS, browser, how you configured various players to play with with what or rather to download file. This happens for Real and other media files as well as Windows. The safest way is to use a playlist file that points to the media file. One type is .wax for linking to one or more wma files, for example. You can either use this to play an embedded audio with mini player on a page, or you could just go to the .wax file which should bring up the WMP. Since I do not have the IE7, I cannot test this for you.