Thanks to Tom, Bitt and Tony for your responses. In Winamp 3 I went into options and made sure that all file types were selected for playback and association. In WMP 9 I made sure that no file types were selected. In the Network tab I unselected(sp?) all streaming protocols and file types. NO CHANGE in behaviour when selecting Stream on a playlist in the empeg Web Interface, Windows Media Player starts and plays the selection.

I also tried the suggested setting in IE:
Tools -> Internet Options -> Advanced Tab. Under "Multimedia" check the option "Don't display online content in the media bar."

It was unchecked at first, I checked it and tried streaming, then unchecked it again and tried streaming again. Same results, WMP plays the selection.

I finally uninstalled WMP 9 and gave streaming a try. Now I get a message that I can not access the Temporary Internet Files folder where streaming content is evidently stored. Does not matter if I am logged in with Administrator privileges or not and Winamp does not come up or even try to play streaming MP3. I am back where Microsoft wanted me all along! WMP is re-installed and playing streaming content. Maybe there is a conspiracy after all.

Thanks for your suggestions. I may continue this investigation but it does take time away from listening to the music. That must have been what I was after when I purchased my first Rio Car.

Michael