playing media files from IE??

ok i looked threw the forum's but didnt see anyone talking about this.
so maybe someoen can help me. befor WMP would open when you click on a media file in IE but now BSplayer is set to play the files. This is not the problem i like this, but however i dont like that i have to click to save or open the file overy time. i know i can click dont ask me anymore, but how do i make it just buff the media in BS and skip the window asking me what to do and the download progress bar. there has got to be an option i am not seeing b/c i can open a url and it works just how i want it to but i want it to do that by its self.

hope someone can help me.