Proxy Settings in Windows Media Player
Windows Media Player's ability to play online content can be affected by the proxy settings in the application's Options. The proxy settings allow for a program to manage the connection between a web browser and another computer.
If you are having trouble playing online video with Media Player check the proxy settings under Organize . . . Options on the Network tab. You will see that both HTTP and RTSP (Real Time Streaming Protocol) can be used. RTSP differs from HTTP in that it has to retain a session state from a prior request. It cannot understand each request by itself. While RTSP was designed for online video, not all systems can use it.
RTSP will connect to a server and stream video. HTTP will download the media over the internet, delivering the files over web servers. In the Configure setting you can set Media Player to autodetect proxy settings for online video, rather than using the proxy settings of the web browser.