The site is designed specifically for Internet Explorer and Windows Media Player or FireFox with the Microsoft plugin (see below). With either combination, the videos will stream when you click on the link.
Videos may be accessed directly from links here.
It does not run as well under alternatives. Here are some comments and cautions:
QuickTime: QuickTime 7.4.5 for Windows does not support WMV files. It might be possible with a commercial plug-in. I haven't checked. Microsoft's website has a free plug-in for the Mac version of QuickTime but not for the Windows version.
RealPlayer: You can access the site directly with RealPlayer instead of a browser. The video will not stream. RealPlayer will download the entire file before playing.
FireFox: You must have the free Microsoft Windows Media Player FireFox Plugin installed. To check, click here about:plugins then check Installed plug-ins for Microsoft®
Windows Media Player Firefox Plugin and File name: np-mswmp.dll.
FireFox under Ubuntu Linux 10.10 with the non-free codecs does work (without a Microsoft plugin). I have not tried other distros. Ubuntu is based on Debian, so FireFox on any Debian variant should work.
Apple Safari Browser: I don't know. If you can't get WMP to run, RealPlayer might work.
Opera: I don't know. Opera has an extremely small share of the browser market.