mpgs wont play from internet

[rmeed]

hi, i am having this problem just recently. it used to work fine, however now when i click on a link ending in .mpg or .mpeg wmp will give me an error. however, the same file when rightclick -> save as and played from my hard drive will play just fine with wmp. what is the problem? and why did it suddenly do this when it used to work fine? THANKS!