Ok, you are already well on the way to solving the problem. Not with IE but with your file associations. Save the target, as you have alrerady done, then...instead of clicking on it directly, try rught-clickingon it accessing the menu. From there, you should see open, edit, open as, run, compress etc etc....select open with....then follow the window, select new executable...or...new application, and browse to the program you wish to open it with. In your case, as you mentioned, windows media player. Go back to root...or your C: drive and select program files, then scroll down to windows media player and select the executable in the folder.
That should solve your initial problems. Second, you should not be using IE at all. IE is standard MS which means riddles with security holes and one of the main reasoins as to why people get trojans and worms. Consider looking into Opera ( http://www.opera.com/
) or Mozilla Firefox ( http://www.mozilla.o...irefox/all.html
). These both have much higher security and although can be less compatible with some sites, inevitably worth using.
[To mess up your Linux bos you have to wrok at it, to mess up your windows box you have to just work on it]