Ok. I'm trying to get some movies up on my site. It's my understanding that the code is <a href="file name">your wording or image here for them to click </a>. I've done this and it's loading and opening the file onto the web page and not defaulting to the media player.
What am I missing here?

Hmm..nvm. My husband just cehcked my site and it works ok for him on his computer. It's my computer that it's only doing it on. Hehe...now I have to figure out why that is

Can you post a link to the page so that we can have a look at what's happening please?

You might find your problem is Internet Explorer likes to play media in the browser instead of opening it properly. In Tools > Internet Options > Advanced look in the Multimedia section. Turning on or off some of those checkboxes may resolve the problem.

I would post a link, but it's an adult website that's protected by an AVS. I've gone through and checked all my options and went back to my movie page. Seems the problem is finally fixed after much frustration.
Thanks