This appens when you don't have any application associated with a given file type.
Chose the application that you want to use for that file type.
Double check that it's REALY the correct application.
Make sure that the "Always use this application" box is checked.
Click the OK button.
If the file type is NOT the film but something else, it may be possible to force a "No action" or "Do nothing" choice.
Another possibility could be to save that file somewhere for later use. This can be set as the default action, automaticaly saving the file in the location of your choice.
There is also the possibility that it's part of some advertisement.
In that case, try installing AdBlock Plus. It's available for Firefox, Chrome and Internet Explorer. It's also probably available for Safari and Opera.
This will totaly prevent the advertisement from even starting to load.
Electro, June 2015