Make sure you have the latest upgrade of RealPlayer.
If you have Windows Media Player, try using that program as well.
If you post the link, or PM it, I can tell you if it is corrupt, or if just your computer isn't understanding it, or if the URL is incorrect.
"The Spectacle has, indeed, an emotional attraction of its own, but, of all the parts, it is the least artistic, and connected least with the art of poetry. For the power of Tragedy, we may be sure, is felt even apart from representation and actors. Besides, the production of spectacular effects depends more on the art of the stage machinist than on that of the poet."
--Aristotle