Windows Media Player 10 problem

When I click on a url with a .mpg extension which is a movie file I
get the message below and I never had this problem before or just
rarely. I just downloaded Media Player 10 so is this causing the
problem because now I cant view any of these files when they are part
of a URL? I do have .mpg files on my hard drive and it does play these
files if I click directly on the file but links to the files do not
work. Any ideas? I have IE 7 and XP SP2.





Most likely causes:
You are not connected to the Internet.
The website is encountering problems.
There might be a typing error in the address.

What you can try:
Diagnose Connection Problems

More information

This problem can be caused by a variety of issues, including:

Internet connectivity has been lost.
The website is temporarily unavailable.
The Domain Name Server (DNS) is not reachable.
The Domain Name Server (DNS) does not have a listing for the website's
domain.
If this is an HTTPS (secure) address, click Tools, click Internet
Options, click Advanced, and check to be sure the SSL and TLS
protocols are enabled under the security section.

For offline users

You can still view subscribed feeds and some recently viewed webpages.
To view subscribed feeds

Click the Favorites Center button , click Feeds, and then click the
feed you want to view.

To view recently visited webpages (might not work on all pages)

Click Tools , and then click Work Offline.
Click the Favorites Center button , click History, and then click the
page you want to view.