This sounds like an issue with the website hosting the movie, not a WMP issue. However, you can attempt to locate add-ons which may allow certain features in the player. Hold on while I search for the website for WMP add-ons:
http://www.microsoft.com/windows/windows
Look at this download package, and use the Search Box for additional options.
Now, if you are unable to view a movie in WMP, try another program, such as Windows Media Center, RealPlayer, QuickTime, etc. There are also other players which allow for different options and abilities, just do a search for Video Players.
Hope this helps get you going in the right direction, good luck and have nice weekend.
*edit* Check out the second free program on this page called Super Simplified. It is a editor/player which can convert and play different files while in streaming mode, if I read it correctly. Anyway, it may be what you need to view movies that WMP won't let you view.
http://www.overclockers.com/articles1409
