Audio file problem on Internet?

This is a new problem. When I go to a website that has audio files, I click to hear a file and I get a dialogue box that asks me to save, open or cancel. There is also a box checked that asks if I always want to be asked this question. I uncheck the box and it plays in Windows Media player. If I go back to the same file and click it, I get the same dialogue box. The difference is the File Type. Instead of labeling the file an mp3, it labels them as Type F, then the next time it might say Type Z. This happens for every audio file I click. This did not happen a week ago and it's frustrating because usually I can figure these things out.

has any one else ever come across this or know what to do? It used to just open Windows media Player and play the file.