Web browsers, such as Internet Explorer, all rely on "plugins" to handle the fancier files you find on the Web.
Plugins are sub-programs stored within a browser or elsewhere in your computer especially to support special types of files you may click on. If you click on a link, and your computer does not currently have the plugin needed for the file you clicked on, you are usually prompted with an opportunity to get the plugin. Most plugins are free, and easy and safe to install on your computer; just follow the instructions you are given. An example of a popular plugin is a PDF plugin. This plugin allows you to view documents written in a special format that is usually used for printing.
Below is a list of the most popular plugins people use:
Flash
http://www.macromedia.com/flash/
The Flash plug-in, provided by Macromedia, Inc., allows multimedia files created
using Flash to be viewed directly in your web browser.
QuickTime
http://www.apple.com/quicktime/
QuickTime, a product of Apple, Inc., is capable of delivering multimedia such
as movies, audio, MIDI soundtracks, 3D animation, and virtual reality.
RealPlayer
http://www.realaudio.com/products/player/
RealPlayer plays streaming audio and video. You need it to listen to some
internet radio stations.