Vista - trouble setting a UDP and making it work in media player

Hello! I am a total novice in the Vista world. I've been trying to establish
the connection to the online TV, which uses UDP for archive streaming and
TCP for live..Live stream works fine, but no matter how hard I try (forcing
UDP protocols in the media player, opening required UDP ports, adding ports
in the firewall, etc..even opening the UDP port in my router), nothing
works..the picture freezes and even if only UDP is checked in the window
player tools, it still shows TCP..there is neither sound nor picture, only
the time counts down..
Can you guys tell me what to do??The archives work fine at my work place..it
must be something either with my connection at home or my PC..any ideas what
else I can try??
thanks beforehand,
Karine