What browser/OS are you using? I'm on a Mac running OSX, and the videos don't play right in Mozilla, but they work fine in IE. (Ironic, since MS said they were no longer going to produce IE for the Mac.) Also, like Pizzicatoblue said, make sure you've got RealOne Player installed.
GG, I take it you have 10.2? I'm just on 10.1.5 and can't use Safari. I'll get it once 10.3 comes out this fall though. Then I get all the new OS toys! Yay!