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To play most streaming media, the data must be decompressed before it can be played. The software that decompresses the data is known as a codec. If the required codec is not installed on your computer, Windows Media Player attempts to download and install it.
This error message indicates that the codec did not download because your browser's Internet security option is set to High. Although a high setting for Internet security is the safest way to browse the Internet, it is also the most functionally restrictive. This level of security blocks the codec from downloading.
To allow codecs to be downloaded to your computer
The security level is set to Medium.
For more information about setting Internet security levels, see Windows Help and Support.