Microsoft Windows suffers from abominably poor technical documentation. Since the end user has no access to source code like they would with an open source alternative such as Linux, FreeBSD, or OpenBSD, it can be next to impossible to solve what should be a relatively simple issue. For this reason, I've decided to start collecting the most annoying problems here, so I can refer back to the solutions later.
Internet Explorer doesn't obey the same file association rules that all other applications do.
Certain file types may load in a different application from Internet Explorer than they would if you double-clicked on them from the desktop. A prime example is the Quicktime Browser Plugin. Even after deselecting mp3 in Quicktime's MIME type preferences, and confirming mp3 is selected in Winamp's preferences, mp3 audio still plays in the Quicktime plugin from the browser. You can spend hours trying to figure out why.
Solution: remove offending file types from these locations in the registry:
This will remove plugin associations, but alas, sometimes IE remains confused.