How do i stop downlots to my temporary folder if i jsut wanna watch a video?

Right i have had my computer for a while now and play online games and watch the supposidly *funny videos* etc. but lately e time i try ti watch one it automaticaly downlots to my temporary folder instead of bringing up windows media player and playing the film. any help would be great.
Answer
Usually when you click one, you have the option of opening it or saving it.