Many sites on the Web provide video and sound files you can play. To play these files, click the appropriate link, and Windows Media Player (or whichever software application that you have made your default media player) opens. The video or audio file is played within the Media Player window. Although not an add-on for Internet Explorer, Media Player is actually an add-on to the Windows operating system itself. And because Internet Explorer is tightly integrated with your Windows operating system, it takes advantage of this media utility to play any special media files it finds on the Web.
Media Player supports most of the sound and video formats found on the Web. You can play video files such as .avi, .mov, and others. A number of sound formats, including .wav, are also supported.