Windows Internet Explorer and Streaming H.264 movies

[Licker4U]

In IE the first gave me a box where I could search on line for a program to open the file, I clicked yes and got this:
Windows has the following information about this file type. This page will help you find software needed to open your file.

File Type: Unknown
Description: Windows does not recognize this file type.
You may search the following Web site for related software and information:
Windows Live Search
You may purchase or download software related to this file type from the following Web site:

Windows Marketplace

I clicked small.mp4 and nothing happened.

With Firefox the ipod.m4v gave me a box where I could browse my own computer to find a program to open it. I don't think I have anything.

I clicked small.mp4 and after a cigarette and 4-5 more minutes I got an icon of a little piece of film with the corner torn off