Playing WMA Files

I downloaded a WMA file from the Internet, and every time I try to play it or add it to a playlist, my browser opens. What is happening?
Many WMA files that you can download from the Internet are secured. To unlock them, you must obtain a license from the "owner" of the song. When you try to play the song or add it to a playlist, your browser should open. Follow these steps to unlock the file and add it to your playlist:

1. Let your browser connect to the Internet and it should obtain the license.
2. Click the "Play" link in your browser after it tells you that it has obtained a license.
3. Select "Open this file from its current location" and press OK.
4. The file will be added to your UltraPlayer playlist.
5. Close your browser... you're done!