Hi Jim,
Thanks for responding.
In IE5.0 there is no "Open with" option, so I assumed you might be refering to Windows Explorer. There is an "Open with" option there, and it was already set to Windows Media Player.
The correct WMP icon shows with the *.wav and *.mid files while in Windows Explorer. I went ahead and selected "Choose Program", then selected WMP and checked the "Always open with..." box (just in case something was funny). Still get the same results in IE. It only seems to be a problem with the browser.
D.A.