Why can't I install a media player for embedded content?
 

I don't understand what's happening here. Everytime I want to watch an embedded non-flash video, I get a message saying there's no media player installed or the plug-in is not found. I follow the download link that's provided (for Windows Media Player, for example), but no luck.

Is there a SPECIAL PLUG-IN that I don't have or something?

Note: I have WMP 11 and I'm having this problem in Firefox 1.5. Embedded video works in IE. Maybe there's a setting I'm missing in Firefox's options somewhere?