I have recently done a ful reinstall of Windows XP. In the past, when I have been browsing online videos, such as Yahoo video, when I clicked on a link to a video Internet Explorer would ask me if I wanted to download it and where to save it. Now, whenever I click on a video, Windows Media Player opens automatically and the video is downloaded and starts playing, without me being given any option. I have gone through all the IE settings I can think of, and nothing makes any difference.

Can someone please tell me what settings I have to change to stop video files opening automatically, and instead be given the option to save them to a particular location.

I am running Windows XP Pro, SP3, Internet Explorer 6.0.2900.5512.xpsp.080413-2111

That is strange that you were able to download streaming videos before. As far as I know, a streaming video is not meant to be downloaded.

I'm not talking about streaming video. I'm talking about video clips which are stored on a server and are publicly available for download. The only way to access these clips is to click on a thumbnail which links to the video file. In the past, clicking on the link resulted in Windows asking me if I wanted to play the file or save it to disk. Now, they just start playing without me being given any options.

Oh I got'cha

Have you tried right clicking the link and selecting "Save Target As" ?