opening avi or mpeg files via internet

when downloading a avi, mpeg etc file, i get the dialog box
that pops up that offers me to click on run or save file, but when i click
on run, another dialog box pops up that only offers the save or cancel
options. i cannot just open a file. i have allready checked the box in "file
types" in "folder options" for all the appropiate files. any ideas?


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