The emusic song samples are m3u files. My system is set up to associate m3u files with the MS Media Player. However, when I click on an emusic song sample, the music plays directly from the web page - Media Player is not invoked, and there is no visible proprietary media player that pops up either. The song simply plays "in place". My settings on the emusic site include "Embedded Song Samples: ENABLED" under "Streaming Sample Settings".

It sounds as though you've somehow gotten into a state in which your samples are playing locally with their Flash 9 player, and are also downloading to Windows Media player for some reason. My only recommendation would be to contact emusic customer support and hope that they have a technical team that can reset your account.