Windows Media Player cannot play the file because it cannot find
the network proxy server. The proxy server settings for the Player
might not be configured properly, or the server might be
temporarily unavailable. Verify that your proxy settings are
correct, and then try again later.
To verify your proxy server settings
On the Tools menu, click Options, and then click
the Network tab.
Verify your settings in the Streaming proxy settings
area.
Note
If you do not know what your proxy server
settings should be, on the Network tab, select a protocol,
click Configure, and then select Autodetect proxy
settings or Use proxy settings of the Web browser
(available for HTTP protocol only).