In other Windows versions this happened for a few reasons. The pop up blocker blocked the launch or there was an error on the web page's code.
Without an example link I can't check it out.
I just got a new computer that came with Windows Vista Home Premium. I've been trying to view some videos on the internet with no success. On the old XP, all I had to do was click a video link and Windows Media Player would spawn (pop up) and start playing the video (I have cable internet by the way). Howvever now on Vista, every time I click on a video link Windows Media Player doesn't open up, it doesn't do anything, and Explorer directs me to the error page of "Internet Explorer cannot display the webpage." It doesn't matter what kind of file I'm trying to view, whether it's a mpeg, avi, or wma, the result is always the same. I can however pop in a dvd or my external hard drive and start watching any of the videos I have saved. It just doesn't do anything on the web. So if anyone can help me out, it would be much appricated. Thanks for your time.