Vista - Media player will not play streaming video

Media player 11 will not play streaming video

I recently purchased a new Emachine with Vista Home Basic
pre-installed.
The problem is that Media Player refuses to play some streaming
video. It simply pops open a new window with the message "page cannot be
displayed", or keeps on searching forever.

Yet files with .WVX, .WMV and .asf always seem to work

It is the .asx files that rarely works (or sometimes open an error in the player). With Windows XP, Media Player would open and play the file. Now, with Vista, it will not.
And some .htm links cannot be displayed now when the same links opened the Media Player on XP.

any ideas?

Hello again

"Yet files with .WVX, .WMV and .asf always seem to work" is only true with some pages. On other they don't work at all and only display the "page cannot be displayed".

And the .htm links are links to WMA and other files that won't stream in the media Player on some pages.

Is this a proxy-related matter? I've been tampering with proxy-settings without results.