I had a similar problem with certain streaming radio stations on IE, but found that I could get them with Firefox. Must have something to do with security settings.
I have a frustrating problem which only affects one computer (of three) at home, but it's the one I use primarily.
I try to listen online to the streaming feed from a few radio stations (such as my hometown, not available locally) but either nothing happens or I get the media not available message (both of the other machines will play the same URL without a problem).
I have tried every setting possible without luck (but the odd time, WMP will play the link and I can't determine what has changed.
All the machines are running XP SP2, IE6 and WMP10.
Can anyone help with a suggestion?