If you, like me, are having trouble with some streaming video content that uses Windows Media Player, then there is a solution. I found that many sites using Windows Media streaming did not function well at all. Sometimes the video would be jerky, or take for ever to start if it started at all. Maybe Microsoft didn't finish WMP 9 for Mac.
I found a solultion that works well for me: Flip4Mac. This is an add-in which allows you to use QuickTime to play this media. It also enables a plug-in for Safari for web content media. You may download a trial which plays half the video and then stops.
[robg adds: Dan Frakes covered Flip4Mac in a semi-recent MacGems article for Macworld, and he had good things to say about it as well.]
Update: As of January 2006, the basic Flip4Mac is now free; I've updated the title of the hint to reflect that...
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060107000038641