Help This New Mac User

I am a new Mac user and need help. I can watch video clips that
require Windows Media Player. I downloaded the player but now it is
asking for Internet Explorer. Since so much on the web requires WMP,
what can I do? When I try to watch the videos on MSN, I get a message
that I need WMP even though I have it loaded. What do I do?

This should read I CAN NOT WATCH VIDEO CLIPS THAT REQUIRE WINDOWS MEDIA
PLAYER.