Hi! The same problem was for me. I searched tons of site and all Micosoft
Knowledge base (of course no solution there).

This is ths way I solved this. Open the "Programs by default" utility (in
your start menu, also accessbile fro MSIE settings) and then open there the
lowest option, my Vista is not english so I guess it english this option
sounds like "Settins access to programs by default". There are 3 schemes
(Microsoft, non-Microsoft and Other). Choose Other and set it for yourself
but when setting Media Playes choose that Windows Media Player is your
player by default.

For me after this the problem was solved.

"laurie_g" <laurieg@discussions.microsoft.com> сообщил/сообщила в новостях
следующее: news:937A73C9-CE0F-4A5C-B27C-C183918B0E44@microsoft.com...
> Has anyone figured this out yet??
>
> I am having the same problem. Very annoying as other computers in same
> work
> environment but with WINDOWS XP instead of VISTA work fine.
>
> please help
>
> Laurie
>
> "Elissachilds" wrote:
>
>> I have this exact same problem. I did NOT have this problem when I was
>> running IE 7 with Windows XP Home.
>>
>> Any answers other than changing the protection mode (because that doesn't
>> work for me)
>>
>> "Gabriel Lozano-Moran" wrote:
>>
>> > When I click a .MP3 file or an .MPG file from a web site it opens
>> > Windows
>> > Media Player on Windows XP. On Windows Vista I get the following error:
>> >
>> > Internet Explorer cannot display the webpage
>> >
>> > Most likely causes:
>> > You are not connected to the Internet.
>> > The website is encountering problems.
>> > There might be a typing error in the address.
>> >
>> > What you can try:
>> > Diagnose Connection Problems
>> >
>> > More information
>> >
>> > This problem can be caused by a variety of issues, including:
>> >
>> > Internet connectivity has been lost.
>> > The website is temporarily unavailable.
>> > The Domain Name Server (DNS) is not reachable.
>> > The Domain Name Server (DNS) does not have a listing for the website's
>> > domain.
>> > If this is an HTTPS (secure) address, click Tools, click Internet
>> > Options,
>> > click Advanced, and check to be sure the SSL and TLS protocols are
>> > enabled
>> > under the security section.
>> >
>> > For offline users
>> >
>> > You can still view subscribed feeds and some recently viewed webpages.
>> > To view subscribed feeds
>> >
>> > Click the Favorites Center button , click Feeds, and then click the
>> > feed you
>> > want to view.
>> >
>> > To view recently visited webpages (might not work on all pages)
>> >
>> > Click Tools , and then click Work Offline.
>> > Click the Favorites Center button , click History, and then click the
>> > page
>> > you want to view.
>> >
>> >
>> > This only happens with types that are linked with Windows Media Player,
>> > I
>> > believe this is a security settings of some kind. I have disable
>> > OneCare
>> > Live's firewall and anti virus to see if that was causing it. Does this
>> > ring
>> > a bell and how to solve this?
>> >
>> > Thanks
>> >
>> > Gabriel
>> >