For Internet Explorer users, you'll need to install the 'Windows Media Player' add-on, which depending on your version of IE may have a pop-up message that look like this:

For Firefox users, click HERE for instructions.

Or you can download/open an ASX file for direct play in Windows Media Player or another player of your choice.

Or you can try the Silverlight version of the player.

You can also try a direct MMS link, if your browser supports it.