Hmm, if it's possible, try another site that has streaming Windows Media, and see if it works there. It could be a problem with the site. Other then this, I found this on the site:
Question: The pop-up window loads and shows a list of tabs, but then they disappear and the browser appears to "freeze" for a long period of time. Why?
Answer:
When the player is first launched and periodically while viewing content, ads may be displayed. Some ads may take longer to load than others while other ads may be broken entirely. We do our best to ensure these ads load and play efficiently, however, while an ad is being served, no other content will displayed in the player.
After a period of time (usually about 30 seconds), your content will appear and begin playing.
*Note for Safari users: Some ads break the playback features in the player. If this happens, either load the player in Firefox or refresh the player window until the content plays. We are working on that error.
Try loading up the vid, and then leave the computer for a bit, see if it eventually plays...