Some WMV files won't stream, but play fine if downloaded

[DVantrease]

I have Windows XP Pro, Windows Media Player 11, IE7, current on updates.

One some websites, when I click on a WMV file, they stream & play fine. But on other websites, when I click on a WMV file, Media Player launches but then gets "Windows Media Player encountered a problem while playing the file. For additional assistance, click Web Help". Sigh. Clicking Web Help takes me to a MS page which doesn't give too much detail about the cause of the problem, most suggestions point to sound card problems. I know it's not that, because if I right-click and download the file, it plays fine. This also rules out codec problems.

I find it strange that it only does this on some websites, and on others they play fine. Any ideas?

[Krispy Kritter]

Could be security settings or an issue with the website. Aside from that, it may still be codec related. After downloading, are you still playing the file(s) in WMP 11?