Windows Media Player can't find the file.
Things to try:
Check if the file has been moved, renamed, or deleted from your computer.
If you're trying to use a file that's stored on another computer, make sure you're connected to a network or the Internet, and then try again.
If you entered a Uniform Resource Locator (URL) in the Open URL dialog box, make sure that the file name is spelled correctly and that the path to the file is correct.
If you encountered this error by clicking a link on a webpage, make sure that the link is valid.
Try again later. The server might be temporarily unavailable (for example, the server could be busy or offline).
If you're trying to use a file that is stored on a server, turn on all network protocols in the Player, and then try again.
Click Organize, and then click Options.
Click the Network tab.
Under Protocols for MMS URLs or Streaming protocols, select all the protocol check boxes.
If you still can't use the file after enabling all network protocols in the Player, contact the webpage provider to make sure the server is configured correctly for protocol rollover (for example, you connected to the server using the MMS protocol, but the server can't roll over to the HTTP protocol to deliver the content). For more information about protocol rollover, go to the firewall information webpage on the Microsoft website.
If you're trying to use a file that is stored on another computer, verify that your proxy server settings are correct.
Depending on which version of Media Player you're using, either click Organize, and then click Options, or click the arrow below the Now Playing tab, and then click More Options.
Under Streaming proxy settings, verify your settings.
If you don't know what your proxy server settings should be, on the Network tab, select a protocol, click Configure, and then select Autodetect proxy settings or Use proxy settings of the web browser (available for HTTP protocol only).