0xC00D11B6: Cannot play the file

I found this help message, but it doesn't help me at all to solve problem.

Can anyone help me with this?

0xC00D11B6: Cannot play the file

Windows Media Player cannot play the file. A network firewall may be

preventing the Player from opening the file by using the User Datagram

Protocol (UDP) transport protocol. To play this file, try opening the file

without specifying UDP.

When you enter a URL in the Open URL dialog box and the path begins with

"mmsu:" or "rtspu:", you are instructing the Player to open the file using

the UDP transport protocol. Try entering the path using a different transport

protocol (for example, "mms:" or "http:").

If you cannot use a different transport protocol to open the file, you may

need to turn off your firewall to play it. For information about turning off

Internet Connection Firewall, see Windows Help.

Error ID = 0xC00D11B6, Condition ID = 0x00000000

http://windows-media.itags.org/q_microsoft-windows-media_772.html