I'm trying to display and interact with Mathematica CDF files on a Windows Surface Pro using just Explorer and the Windows CDF player.  When I used Explorer to access the Wolfram.com demonstrations web page and attempted to open a demonstration (.cdf) file, I got a message saying I needed to download and install the CDF player.  I did the download and install, but after this Explorer still did not play the demonstration; I got the same message that I needed to install the player.

I have Mathematica 9 installed on my Surface Pro, and it works OK.  However, I want to show demonstrations just using Explorer launched by itself from the Surface Pro tiles screen, instead of operating through Mathematica on the (classic) desktop. 

Has anyone out there been able to do this?