Your might want to turn off your popup blocker. Open the internet explorer then click tools( if the menu bar is visible, if it is not right click anywhere on the upper toolbar area then check the menu bar) then popup blocker then turn off.
If you Internet Explorer is not updated to IE 7.0 visit Microsoft update and update your installation of XP fully.
If you get an active X message at the top of the window on IE, accept it then click install if prompted.
Sometimes Adware will interfere with your browser settings. Remove all adware and or viruses from your computer. For more information, visit Otwell Computers (Advanced users only)
First try clicking Refresh, if this does not work, and you have IE 7.0, then click Start, Control Panel, Internet Options. On the General Tab, under the Browsing History, click The "Delete" button. On the form that appears, click "Delete Files" under Temporary Internet Files. Click OK, return to Internet Explorer, and refresh the page.
If you use the Windows Media player give it enough time to setup. Sometimes it takes a few minutes.