The built-in media player is there for you to make sure that you are dlding what you wanted (I'm sure you knew that). Of course, if the dld takes a few seconds to arrive, then from the time you double click on the dld to the time it actually plays, the dld would be finished, effectively rendering the media player useless...

__________________
iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-