You may not be able to stream media or there may be a delay when you are streaming media from the Internet while using Windows Media Player for Windows XP. This problem occurs only if you are using the built-in Internet Firewall Protection or Internet Connection Sharing tools and if you are attempting to stream media from a server that requires User Datagram Protocol (UDP), or if you have specified UDP in the player.
In this scenario, you may receive the following error message:
Windows Media Player cannot find the specified file. Be sure the path is typed correctly. If it is, the file does not exist in the specified location, or the computer where the file is stored is offline.