Downloading media from internet

Date: Mon, 16 Jun 2003 13:00:06 -0700
Newsgroups: microsoft.public.windowsmedia.player
Size: 825 bytes

Hello, I was wondering if anyone could help me.
I have Windows XP, and so have an up to date version of
Windows Media player, however, I have encountered
problems when trying to download media from the internet.
I am able to download audio files with no problem, yet
whenever Ive tried to save music video files in the same
way, it just wont work! Ive checked that the file I
attempt to download is compatible with the media player,
but whenever I click to start saving it, instead of
downloading the video file, I get a HTML Document.
When I have tried to save video files, and the Save As
box appears, Ive noticed that in the save file as box, it
says 'HTML Document' - but I cannot change it.
I am a real novice with computers, so do forgive me if
this problem is simple to solve, or sounds strange!
Thanks.