Vista - Web pages with .wmv will not load at all.

I get the standard white background page with the check network diagnostics,
which I have done...no problems with the network. I run Vista Ultimate and
use IE7, my media player is wmp11 I use Live One Care for my security suite.
This has happened since I installed Vista. I can copy the url and paste it
in the firefox address bar and it plays the video. I can open wmp11 paste the
url and it plays. I know the codecs needed are on my computer. I am thinking
this has to be a secuity issue and I have something set to keep me from
viewing any wmv file online. When I say I can't play wmv online I am
referring to a url where it ends with.wmv. I can load and play wmv files that
are embedded in the page. I know this post is confusing but I hope someone
can muddle through and see my problem. Bottom line, when online, wmv that is
embedded will play, link to a url that ends in .wmv will not...I can't even
get a page to load when clicking on a .wmv link.