My apologies misteronline. I received your email and now see I missed your reply above, and never responded. I am very sorry for that.
The web site link you provided in your other discussion here doesn't work for us, so we can't test the problem you were having with that web site.
Can you provided another web site link of an example where there is an audio file you want to listen to, but, when you click on the link, you are asked to save the file to your computer?
If you are using Internet Explorer version 7 or 8, then you can check the IE Add-ons by opening IE, and going to Tools > Manage Add-ons. Look for any Media Player add-ons and see if they are enabled or disabled. You may have to click the "Show" button to list all of the add-ons currently installed.
But, we would prefer to see a web site where this is happening to you, as we can then test and learn more about the problem.
For example: Web sites can hold files like audio files in different ways. Some web sites will display a link to an audio file which, when you click it, will only allow you to download the file to your own computer. Other web sites are so coded that, when you click a link to an audio file, it will play the file from within the web site itself. That is called "Streaming", but that is wholly controlled by the web site itself. What I mean is, the web site designer chooses whether to allow streaming, or whether the file is only for downloading.
There is another factor. Even if the web site(s) you visit only allow files to be downloaded, your browser can offer you the option to "Download and save" the file, or "Download and Run" the file. As Grif said in the other discussion, we do not recommend users to "Download and Run", because that does not give the user the chance to scan the downloaded file for viruses before opening it to run it. We much prefer to suggest that any downloaded files are 'saved', so that the user can then scan the downloaded file with their anti-virus scanner before running the file.
In Internet Explorer this option to Download and Run or Save is held in Tools > Internet options, then the Security tab. Highlight the "Internet" globe, then click the "Custom level" button. In the new window, scroll down and look for "Downloads", then;
Under "Automatic prompting for file downloads" - click Enable.
Under 'File downloads", and select "Enable". Click OK.
Then click the "Advanced" tab, scroll down to "Multimedia", and select "Play sounds in web pages". Click Apply, then OK.
I hope that helps.