if you're using internet explorer look at this page:
http://support.microsoft.com/kb/307859if you're using firefox go to the menus and go: tools > options > applications (tab)
there you'll see the associations which tell the browser what to do when you encounter content.
you could also go into windows media player and in the menus go: tools > options > file types (tab)
there you'll see the associations which tell the player what to do when you encounter content.