Opening Media Player Files in Netscape.

I just got Netscape because a friend of mine said he liked it better then IE and I should try using it. It fixed my problem with saving GIFs, but now I cant open windows media player files(WMV spevifically). According to the plug-ins pages, I have the "Windows Media Player Plug-in Dynamic Link Library" which should allow me to play these extensions: asf, asx, wm, wma, wax, wmv, and wvx. But, when I click on a link to one of the files, I get a page full of random characters. So, I tired to Save Target As, and it wanted me to save it as a txt file? So I just selected "All files" in the extension menu and it worked.

So, How Can I Make It So When I Click A Windows Media Player File, It Will Open Up Windows Media Player, And Play The File?

Thanks...

 

When I try to do that, it seems like it works. But if I go back into the program access and defaults menu, it still has "Use my current media player" selected. What gives?