Windows Media Player cannot play the file. A network firewall might be preventing the Player from opening the file by using the User Datagram Protocol (UDP) transport protocol. To play this file, try opening the file without specifying UDP.
When you enter a URL in the Open URL dialog box and the path begins with "mmsu:" or "rtspu:", you are instructing the Player to open the file using the UDP transport protocol. Try entering the path using a different transport protocol (for example, "mms:" or "http:").
If you cannot use a different transport protocol to open the file, you might need to turn off your firewall to play it. For information about turning off Windows Firewall (also known as Internet Connection Firewall in earlier versions of Windows), see Windows Help.