Personal firewalls must be configured to allow media players to have two-way access to the Internet before audio or video can be played. To rule out a personal firewall configuration as the problem, temporarily disable your security software and set your Internet Explorer security to default to attempt an unobstructed connection. If you are now able to connect, you must correctly configure your personal firewall to allow the media player access to the Internet.
Consult the manufacturer of your firewall software if you are unsure how to grant this access.
Configuring your firewall to allow media access