MPGs do not start

[simpler]

While being online and trying to watch video clips and clicking on the mpg-file it does not automatically start - neither with media player nor with real one player. The file wants to be downloaded and saved only. I have 2 other PCs from which that problem does not accur. Can anyone help?

[DMR]

Just a thought, but:

Compare the settings in the Advanced tab of your Internet Options cotrol panel with the settings on one of the normally-functioning machines. You may have turned off one of the options related to handling online media files.

Also, what sort of options do you get when you right-click on an mpg link?