Windows Media download problem

I am wondering if there is a way to get windows media player to stop downloading songs through it. For instance, I am making a ringtone and when I download it to my computer windows media pops up with it and I have to save it through that, which I dont mind doing, but this last ringtone I am making, windows media wont open the file for me to save. I've looked under options and can't find anything in there. Thanks for the help.

 

Right-click on the file and choose "Open With" . Select the app you would prefer to use and tick the 'Always use the selected program .... ' option .