IE8 wants to open JNLP not run it

I don't know what is going one. I cleared my browser files (really I cleared everything out) for another problem I was having on a web page.

I then tried to open up a Java Web Start program our Company has and have used it many times. When I click the URL in my Bookmarks it ends up just asking me to download the file. It never did this before.
I can save that on my desktop and the application opens just fine.

But ever time I open it through the URL it asks for me to save it.

From searching the Internet for the last hour I have tried.
1. I uninstalled my Java.
After I uninstalled Java, I then tried the URL, and I got the exact same thing of it asking to download the program. This makes me think IE8 doesn't know I have Java installed (or isn't associated with Javaw).
2. A couple of websites said to check the file type. I open up my computer to go Tools, end up getting to file type and JNLP. It shows its set to Lunch Java Web Start, it has the DDN or something like that checked. This is the exact same as it shows on other people's machines.

I go here http://java.sun.com/javase/technologies/desktop/javawebstart/demos.html

and this Java Web Starts are working fine.

3. I have tried to both delete the IE8 Certificate and java Certificate but none of that seems to change anything?

The last is some MIME type on the server. But I can't see that being the problem because other people's IE8 works just fine. And it works fine in Firefox on my computer. The only one having this problem is my IE8 on my computer.

Any idea?
I have windows xp sp3.