Internet Movie HELP

Hey whenever I used to click on say a .mpg or .avi file it would automatically open up my media player and stream it, which was great. Now it seems it doesn't do that any more and trys to get IE to open it up but fails.

How do I get my media back to streaming?

Set the media player for file association w/ those file types?

Open a folder

Tab => Tools => Folder Options => File Types .

that's the first thing i looked at. it's all fine in there.