Windows Media Player cannot play the file. The file may be formatted with an unsupported codec, or the Internet security setting on your computer is set too high. Lower your browser's security setting, and then try again. I lowered the security settings but still wont play
The 'lower your internet protection' issue is useful only if you look at a movie via peer-to-peer [a movie browsed 'online'], not on your PC. Do you have DivX (even the trialware version) and Xvid codecs installed on your PC (they cover 99.99% of the movies on the net)? Ah, I don't trust much FFDShow, but it might help you, if you don't have them.