Seth,
Have you downloaded the latest Windows Media Video Player?
<a href=http://windowsmedia.com/download/download.asp>[
windowsmedia.com];
If so, please be sure to wait upto 30 seconds for the video to buffer. This often takes only 5 seconds, but some videos are longer and require a little bit to buffer.
Lastly, if this problem persists, please let me know which video you are experiencing this problem with
Thanks.