ttodd-Or right click on the link to the next webpage (like Google) and click Open in New Window.
And I believe the Media button on your Toolbar (just above the Address line) will let you play media from the vertical Explorer bar (like where Favorites and Search appears over at the far left). If you do not have a Media button on the Toolbar, right click on a blank spot of the Toolbar|click "Customize..."|highlight "Media" in the left pane|click Add|Close.