There could be two souces of your error, either the browser is not set up to view video or your real player isn't installed properly.
Look in My Documents->My Videos->Real Player Downloads hopefully there will be a flash video file there, double click on it to see if it works.
If there are no videos there go to You tube and download something.
If videos run from Real player then the problem is likely to be the browser settings. This is then a tedious case of fiddling with the various Internet Options until it works.
In general I'm not a Microsoft basher, but I think Firefox is a better product. IE security settings ended up being more trouble than the're worth