It sounds like you're using Safari. Try finding the rm file downloaded by the browser, click once on that file to select it, and then choose Get Info from the Finder's File menu. In the Open With section of the Get Info window, pick RealOne Player as the application to open that kind of file, and click the Change All button.
If you are using a browser other than Safari, try resetting the player. To do that, hold down the Command and Option keys while launching the player. A dialog offering to reset the player should appear; click the dialog's reset button.