.mpg opens incorrectly - please help

Whenever I open a video clip on a webpage that is a .mpg file, it opens as .mpg.mpa and opens in WMP instead of my default which is Winamp. Does anybody know how to fix this so the .mpa isn't added to the filename?

Edit: In Firefox *.mpg opens as *.mpg.mpa, In Internet Explorer, *.mpg opens as *.mpa

Any help would be greatly appreciated, much hate for the WMP.

Save it to the hdd & right click/open as....?

I don't know what I did, but the problem fixed itself. It no longer adds the .mpa extension and I'm good to go! /confused