To see the video you'll need the free QuickTime player.

Viewing Streamed QuickTime files behind a firewall
Normally, QuickTime streaming uses a protocol (a method of communicating via the Internet) called RTSP to ensure the best performance. (RTSP stands for Real-Time Streaming Protocol.) If your network connection is protected by a firewall, you may not be able to connect using RTSP. You can use the HTTP protocol instead.

To use HTTP streaming:
1. In Windows, open QuickTime Player and choose Edit > Preferences > Streaming Transport. On a Mac, open System Preferences, click QuickTime, click Connection, and click Transport Setup.

2. Select “Use this protocol” and then choose HTTP from the Transport Protocol pop-up menu. If QuickTime can configure itself for your firewall, you can now watch streaming QuickTime movies.

If you still experience problems you will find more information on the Apple QuickTime website.