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You might need to add a Windows Media mime type to your webserver for Windows Media to launch automatically.
From SpacialAudio
Introduction
Theoretically file extensions do not matter on the web, content is delivered with an http Content-Type header that contains the mime type, this should identify what sort of file it is.
In practice, file extensions are often still relevant, web servers commonly use file extensions to determine what Content-Type http header to send out, and browsers may ignore certain mime types and use the file extension to determine what to do with a file.
A further complication is that some web browsers resort to "content sniffing" before deciding what to do with a file. This is usually restricted to certain mime types like "text/plain". Web servers are usually set up to supply the "text/plain" mime type for unrecognised file types, and since audio/video file types are usually not pre-configured in web server software it is fairly common to see media being served up with the wrong mime type when the web author has neglected to configure his server correctly (or is unable to because of account restrictions common on user webspace). It's relatively common for web authors not to be aware of these problems since many only use MS Internet Explorer to check (IE notoriously "corrects" these errors).
Configuring your web server
To find out what type of web server you are hosted on and to check mime types you can use the http://web-sniffer.net service. Select "Request type: HEAD" to see the http response header only. An example result of the 2 relevant headers:
Server : Apache/1.3.12 (Unix)
Content-Type : text/html
If the server that your site is hosted on uses another type of server than Apache, ask your host about how to configure mime types.
How to configure mime types on Apache servers depends on whether you have access to the primary mime type configuration file (typically mime.types), or alternatively if you can use .htaccess user configuration files.
Example .htaccess file:
AddType audio/mpeg .mp3
AddType audio/x-mpegurl .m3u
AddType audio/x-ms-wma .wma
AddType audio/x-ms-wax .wax
AddType video/x-ms-asf .asf
AddType video/x-ms-asx .asx
AddType video/x-ms-wmv .wmv
AddType video/x-ms-wvx .wvx
AddType video/x-ms-wmx .wmx
AddType application/ogg .ogm
AddType application/ogg .ogg
Note that user .htaccess files can be disabled by the server's administrator, this is common with web space provided with an Internet connection account. If that is the case then you have to ask the server's administrator to change the server wide configuration.
