I fing out that just starting the Win Media Player 9 fix all that and IE finally ask me about the WMV file, the mpeg and mpg files as well. It does asked about rm/ram files corectly before, just these aren't much used, so... No gain.
But the real trouble now is the mov QT files. They are rare, yet I want them to play in BSplayer too, and not into some sort of build-in IE plugin. I deleted the plugin, but IE6 still not asking and play into new IE window instead of downloading the file to TMP dir and play from there using BSplayer - what now, guys?
(using the QT Alternative v1.70)