Windows Media Player cannot open the specified file because the Player is not configured to use the protocol specified in the URL. Windows Media Player supports the following protocols: multicast, UDP, TCP, and HTTP. Ensure that Windows Media Player is configured to use all of these protocols.

To configure protocol settings

1. On the Tools menu, click Options, and then click the Network tab.
2. In the Streaming protocols area, select all the protocol check boxes.

After all protocols are enabled, try playing the file again. If you still cannot play the file, Windows Media Player does not support the protocol.