In IE when I click on an MP3 file, I get the weird error below:

This error appears regardless of whether the file exists or not - I have to copy the link and paste it into Windows Media Player if I want to play the mp3.
Now as far as I can see I have no stray add-ins to IE, the mp3 format is fully assigned to Windows and I have tried doing the IE "reset manufactuer defaults" option with no success. Does anyone have any ideas as to what could be causing this annoyance!?
Chris