Are you new to Opera or Ubuntu? Can you play these files if you save them?
My Opera 10 uses Mplayer to play those file types, but I have
restricted-extras installed. Do you?

Ubuntu ships with only open source software. Anything that is licensed other
than GNU must be installed separately. This forces the user to click through
any proprietary licences in say Flash and places the obligation on the user
to comply with the law. They have packaged things together to make it
easier, but it still must be added separately. The package is called
ubuntu-restricted-extras and it is installed in Synaptic.

If you have the restricted extras installed then check your settings in
Opera. Make sure that it has that file type listed and an appropriate file
handler in the Advanced tab of Preferences.