Instead of automatic opening, poses question, "do you want to save

I've had a difficult time using any MEDIA program in the last 3 weeks. I
can't open an MP3 or MPEG without the box coming up asking me "Do I want to
save". I had REAL (now uninstalled), Windows Media and Quicken. I can't
figure out how to make this an automatic feature to play like the computer
has always done. (Vista) I've been into my defaults, and unless I have
something wrong it still doesn't work. I've decided till I can get things
working again, I'll use Quicken. BUt again, I can't open any files. I can
open Quicken on it's own or WIndows Media Player, but no automatic opening.
Thanks, JB.