Windows Media Player does not support the protocol that you are using to access the file. If you clicked a link on a Web page and received this error message, the link might not be valid. If you typed an Internet address and received this error message, verify that you are using a protocol that is supported by Windows Media Player, and then try again.
The following is a list of supported protocols and the correct syntax:
If Windows Media Player supports the protocol and you still cannot play the content, verify that the Player is configured to use all of its supported protocols.
When connecting to a server running Windows Media Services, Windows Media Player tries to use all the selected protocols.