WMV files don't play as expected when clicked in IE8

WMV files don't play as expected when clicked in IE8 When I'm browsing a site that contains .WMV (Windows Media Video) files, when I click on them, they;re supposed to play in Windows Media Player. But, on my system (W7 Ultimate x64) they don't. Instead, I get a browser error:
Asked by: Guest \| Views: 320

Total answers/comments: 1

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Guest [Entry]

"The browser won't (and should not) play a media file unless it is in an appropriate embed tag. I think the problem is on the web-site's end.

A pain-free solution would be to just right click on the link, save target as, then watch as usual."