Get Windows Media Player to automatically play media files on the internet?

Jordan

New member
When I first bought my computer, I was able to open a media file from the internet simply by clicking on its link. Now, whenever I click the link, a prompt pops up asking if I want to either save the file to my computer or cancel, with no option to just open the file. The strange thing is, I don't recall installing any new media-related programs that might have messed with my default settings. Anyone know how I can correct this?
 
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