comodo dragon wont allow classlive to open

I have recently started classes online and I need to access Classlive but every time I go to click the link instead of opening with Java like Internet Explorer does, it becomes a downloaded file that Comodo does not know what to open it with. why? How do I set it up to have it open automatically like it does in Internet explorer and be able to go to class without going to Internet Explorer. I am using windows XP Sp3. I tried setting the file open in Java but it only opens up a command prompt window and then goes away.

Hi and welcome loveofdragon,
Type Dragon://plugins/ into the address bar and enter.
See if the ‘Java’ plug-in is installed and enabled.
If the plug-in is not present try installing the latest from the link below.
Java for Windows