How can I watch videos using Google Chrome without downloading them?

Ok so some sites that I watch porn on I can just click on the video and it takes me straight to Windows Media Player. But on other sites when I click on a video it downloads it to my computer first (to the Downloads folder) and I can only watch the video through Windows Media Player after that.

Is there a way to stop it from downloading videos and taking them straight to the Windows Media Player? Maybe some sort of a Google Chrome plug-in?
 
You can reprogram chrome to your liking. I heard it's open source
 
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