请教Windows Media Player problem

I need download video file from school website. The
file is .SMIL format which can be played by my real
player. For some reason, if I directly open the file
from Internet explore, Window Media Player will jump
out and then show some errors. So I have to save the
file to my hard drive and open it by Real player.

Is there anyway I can modify any setting so I can open
the file by Real player directly from Internet Explore?

Thank you very much and happy Chinese new year!