There is an odd quirk with Windows Media Player that prevents the video from playing on some systems.
Follow the simple steps below to resolve this problem.

Right click on the Media Player and click on Options

An Options windows will pop up. 
Click "Buffer" under Network buffering then click back to "Use default buffering (recommended)". 
Then click OK to close this window.
Click the Play button on the player.
The video should now play.