WINDOWS MEDIA TEST

Hello I have the problem that when I try to watch a video stream at www.cmt.com I get the message " WINDOWS MEDIA TEST We have detected your browser does not have the required Windows Media 9 plug-in to play this video." This is very irritating because it is one of the main functions that I use in Internet or computer. Extremely irritating because I don't even come far enough to cut and paste the link into a video application. I have tried installing and reinstalling Mozilla,Kaffeine,Xine and Totem. I also have Mplayer with the plugin installed. Any Hints Thank You Paul Ryan