WINDOWS MEDIA TEST

Hello I have the problem that when I try to watch a video stream at
www.cmt.com I get the message

" WINDOWS MEDIA TEST

We have detected your browser does not have the required Windows Media 9
plug-in to play this video."

This is very irritating because it is one of the main functions that I
use in Internet or computer. Extremely irritating because I don't even
come far enough to cut and paste the link into a video application.

I have tried installing and reinstalling Mozilla,Kaffeine,Xine and
Totem.

I also have Mplayer with the plugin installed. 

Any Hints

Thank You 
Paul Ryan