Links to Audio/Video files

I used to be able to stream audio/video files when clicking on a download link in IE. How it makes me download the file first.

This is with for example MP3's or AVI's or WMV, etc.

I would click the mp3 link and instead of downloading it would just start playing in media player... now I must have done something and now it makes me download it completely first.

Any ideas?

I have Vista Home Premium

What version of IE are you running? 7 or 8?

Cheers,

wow I never noticed a reply.

It is Internet Explorer 8