mpeg wont stream

For ages....when I clicked on an mpeg....WMP would pop up...begin to buffer the movie...then play once it buffered a bit of the clip. Now...it shows connecting until the clip is entirely downloaded.

No matter what I set the buffer to...it still downloads completely before it plays.

Any help would be appreciated.

PS
Was using WMP9...upgraded to 10 then 11....rolled back to 10

This problem followed the player regardless of the version

 

I could be wrong but I think this came along with upgrades to WMP. Either 9 or 10. AFAIK I don't think there is a way to change it. Other software perhaps??

 

Not 9 for sure. That's what my PC came with...and it worked. Thanks any way. Is there a way for another player to pop up and stream the movie when a link is clicked. In either IE or Firefox?