Videos On Demand!!!!?

I am trying to watch a video on the website, "Videos On Demand" I can't give you exact web address because it is for school. it offers to play on WMP or Quick time. The video says connecting but never does and will not play. Do I need a codec or something to get it to play? Everything is to date with all the updates I could find. Please hep. I need to watch them for school asap.