How do I watch msn video in my Windows Media Player, instead of my browser?

Here's what I've tried so far:
http://www.microsoft.com/windows/windowsmedia/knowledgecenter/mediaadvice/0076.mspx#EHC

I couldn't find the option though.

I am using internet explorer 7.0 (beta ), enhanced with Avant Browser. I also use Win. Media Player 10.

Here is a link to the main webpage for the Nightly News with Brian Williams.
http://www.msnbc.msn.com/id/3032619/

Click on "Monday" or any day for that matter, and it will take you to the page where you watch the video. It has a full screen option, but that's too blurry. I want to use media player so that I can make it a little bigger.

You can also watch the Today Show.

It may be that my beta version does not have the media button option--they may have fogot it