This problem has been driving me crazy and searches on google (er, Microsoft
Live) don't come up with any answers:

When I click on a link in a webpage to a media file (WMV for example),  
Internet Explorer responds with a "Internet Explorer cannot display the
webpage".  I know that the URL is correct because if I copy/paste the
shortcut into Windows Media Player, the video opens and plays fine.  It is
almost as if the handoff between IE and WMP is not working correctly.

I'm running IE7 on Vista.  I've checked my security settings and everything
else I can think of and still NADA.

Thanks!