IE7 dows not allow streaming of wmv file link. Download prompt only.

Kapara:
Assuming that Windows Media Player is installed in your Windows system, (there is a version strimmed that doesnt has it installed by default), and that you can see wmv when loaded directly in the player, the problem could be originated by the Add-ons configuration in Internet Explorer, to fix it:

Open Internet Explorer 7
In the main menu, select Tools -> Internet Options -> Click on Restore advanced settings button and on Reset Internet Explorer Settings button.

If this action does not correct the problem, go to
Tools -> Internet Options -> Programs -> Click on manage Add-Ons button -> In the "Show" list menu, select Add-ons that run without requiring permission, and find if Windows Media Player is Disabled, select it and enable it.

Good Luck,
Erwin

Kapara:
Another one:
If the file extension wmv is not asociated with Windows Media Player, it wont play it.
So, to check/fix this issue:
1. Open Windows Explorer (not the Internet Explorer, instead the file and directories explorer)
2. Select Tools in the main menu -> Folder Options -> File Types -> Search for the WMV extension (almost at the end of the list) -> Select it  (Probably is not asociated with Windows Media Player) -> Click on change -> Select Windows Media Player -> Click OK -> Click Close
Thats it.

I reset the setting in Windows media player to default.  Some other program must have modified it.  I figured out the answer.