New mac user with a couple Safari questions

I've recently switched to a macbook after many years of PC use, and while I do love it , there are a few Windows features I miss and can't seem to replicate on my Mac.

1) If a website contains a link to an .mpg, .avi, .wmv, etc., in windows i would click it and WMPlayer would open up and start playing the video. In Safari, when I do the same, I either have to download the file to some folder or watch a really small unscalable version in the browser itself (except for .wmv, which Flip4Mac opens in quicktime). Is there some plugin that will automatically open all these files in quicktime without having to download first?

2) When I clear history in Safari, it does not clear the addresses from the address bar, i.e., if i start to type in a web address, every site i've been to pops up in the autofill list. Is there some other command i'm missing here?

Thanks in advance for your help.

I will leave the first question for someone else to answer as I may not explain it as well, but as for the second one, The most effective way to remove all history, cookies, etc. is to reset safari at the main pull-down menu named "safari". if you want to avoid any pages and history being recorded while surfing the web, select "Private Browsing". all history of web pages visited after you have selected it will be deleted when you close safari in the "safari" pull-down menu, not just closing the window from clicking the red button on the upper left. Hope that helped and I'm glad that you are enjoying your new macbook!

hmm... it shouldn't be opening mpg and avi's so small... maybe just a small filetype?

@Frenchie

I've done the reset command, and the addresses still appear in the address bar...not a big deal, but a little confusing as every other browser I've used deletes these.

@iCharlie2661

I'm sure they are somewhat small file sizes, but it's nice to be able to scale bigger even if it becomes a little grainy. I'm using BoPeepers now, which does full screen embedded video for some file types, but wmv's still open in quicktime and .mov's still download to my desktop first. I would like everything to be consistent and just open in quicktime before i decide if i want to download permanently. Any suggestions?

Have you tried downloading DivX Player?