impossible to read media files from IE^

Hi,

when I navigate the web and when I try to open a link to a video I receive
an IE error (which says I'm not connected)
if I copy the link and paste it directly in media player then I can see the
video.

if I try again from IE (after a refresh) then IE try to download the page
but nothing appends.

this problem occurs for all the media player associated files.
I'm using Vista x64

any idea?

thanks.

Jerome.