Playing a Video From the Internet

When I try to play a video clip from the Web, I get the following -

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Safari cannot find the Internet plug-in

The page "Report on Business Television" has content of MIME type
"application/x - oleobject". Because you don't have a plug-in installed for this MIME type, this content can't be displayed.

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Thinking that this referred to Windows Media Player, I downloaded Version 9.0.0 last night and it now resides in my applications folder. But the dialog box above still comes up! What to do to play the video?

Thanks

John

 

http://www.robtv.com/shows/past_archive.tv?day=thur

This is the page that lists all sorts of business clips. So this evening I visit the site, choose a clip of interest, and of course the same dialog box comes up. So I click OK and then while my attention is diverted elsewhere, lo and behold, the clip starts playing! Even stranger - I found that you don't even have to click on the OK button - the clip will start playing anyway although the dialog box obscures 1/2 the picture since you didn't click the OK button to make it disappear. Visit the site and tell me what you think. It is Windows Media Player that's running these clips?

John