Trying to open some media content...help!

I'm trying to access some media content from a webpage and I'm getting a message that says: this page has content of MIME type "application/x-mplayer2", but you don't have a plug-in installed for this MIME type. A plug-in should be available on this page:

http://www.microsoft.com/Windows/Downloads/Contents/Products/MediaPlayer/

I'm able to view it on my ibook G4...I think I downloaded Silverlight to make it work but I tried it here on my iMac and while it downloaded successfully, it still didn't allow the media to play. After it downloaded was I supposed to do anything else to make it work?