InternetExplorer has various security levels that maybe set up during its installation o modify manually by the user.
We refer in particular to "Security" the control panel that deal with the security level of the IE browser.

You can find this panel in Tools > Internet Options > Security ( see picture), if the protection level is set on High, this blocks the ActivX components present on the web-site and this prevents the vision of the flash components and the execution of some essential scripts for a correct vision.
If you don’t have particular needs you should set the security level on Medium-High. This will allow you a correct vision of the website and of the movie.

Router/Firewall
If the connection to the streaming source fails, this may derive from a particular configuration of your router/firewell, that blocks some doors necessary for the data transfer, among which it?s door 1935 necessary for the reception of the streaming flow.