the only place I've seen this happen is the High-Def movie trailers section on Yahoo Movies.
When selecting any high-def resolution, a message will popup:
Windows cannot open this file qtlHD.qtl. Use Webservice/Select a Program...
If you open the .qtl file with notepad, it will have the actual URL inside which you can paste into your browser and it will download the .mov file.
Any suggestions how to skip the manual step and make it play automatically?