QuickTime 5.0 for Macintosh or Windows. Make sure to upgrade to the latest version of QuickTime 2. There's a broken plug-in icon where the movie should be. Your system is missing one of the above components, or they are not properly installed. You may need to reboot after installing.
Movies take a long time to download.
Digital video tends to involve large files. Depending on your Internet connection and how the movie was made, this may be normal.