Seriously, there are several things you can do. First, both RealPlayer and QuickTime can be configured to work behind firewalls. Contact your systems admin and ask him what you can do. Chances are, you'll have to make some changes in the the following areas. It's likely that you'll have to put some information in the windows shown above.
All beats are off.
Keep in mind that proxy servers can also cause problems. Readers, it appears that Tom teaches at a major university. Tom, let me ask YOU a couple quick questions. I think I could settle for a full-ride scholarship to the university that you teach at. I think I know what the problem is.