Bonnie - when you click on the second link, do you have any other program open? Windows Media Player should open to play the movie. Is that the program that opens?
If it is and you still don't see the video that goes with the audio and continue to see the water graphics (the default visualization), then you might want to update your copy of Windows Media Player. Follow the link:
http://www.microsoft.com/windows/windowsmedia/mp10/default.aspx and download the latest version of WMP 10.
Masaki
