Thanks Valiant2003.
It is not very commun for me use that tab. I failed to mention that I use Winamp. I did not, however, could see *.CDA type files even in explorer. It just look empty! I have installed updates for my system. It seems to have fixed the problems.
The extention was associated with Winamp, though, and I did not make any changes to the system at all (did not know whether to delete or modify the registry entry). I just don't know what it was at all.
Anyway. Winamp sees (as well as WinMediaPlayer) the extentions, but it does not player. So I will have to contact the site. It is just one more of the many problems we all have. But thank you for your help.