If you use the Internet Exploder browser and have ActiveX problems with these links,
Then try this patch MS made to fix it.
Compatibility Patch for Internet Explorer for Windows XP Service Pack 2 (KB917425)
http://www.microsoft.com/downloads/thankyou.aspx?familyId=B7D9801B-4FB5-492E-903E-3400ABF1D731&displayLang=en&oRef=

If you are using IE 7 and  Media Player 11, and you get annoying ActiveX  prompts when mousing over the links here, then you may need to roll back to Media Player 10, use it once (initial setup), restart, and then these links should work right.

Another more recent solution offered by MS is this set of instructions..
<-Click to read->