Vista - Audio troubles...can't hear downloaded audio

My problem is this:

Everytime I download something like a podcast or a song from the internet,
the download goes well and Windows Media Player opens, but it won't play the
clip. It registers that there is a clip on the playlist, but it just doesn't
play. For websites with internal sounds (for instance, zombo.com) the sound
cannot be heard, but the sound manager shows that there is indeed a sound
playing from that site.

Which led me to believe that it's my speakers, but I checked those and they
still work, because the microsoft sounds still play. And I configured them
with the test sounds.

Someone please help!