Easier than you might think!

Right-click the file you want to open/play and select "Open With" from the menu. then at the bottom of the next box pick "Choose Program." Wait a sec while your computer loads up all available programs for you to choose from. Then scroll down and pick Internet Explorer. Before you click "Okay" you might want to check the box that says "Always use this program to open these files" and you won't have to worry about it again.

Good Luck!

(You didn't say what browser you are using, Lucas, but my instructions are obviously meant for Internet Explorer.)

Hope this was helpful for you.