Streaming content stops, and you may receive an error message when you click "Next" in Windows Media Player

I’ll be honest – this is one of the most unhelpful KB articles that I have encountered.  Basically, the KB says the problem occurs when IE7 is installed, and that Microsoft is aware of the problem, and that’s the entirety of the advice that they give.

In Microsoft Windows Media Player, you play streaming content from a Microsoft Windows Media Services 9 Series server. When you click Next to skip the content, the content stops. You may receive the following error message:

Windows Media Player cannot access the file. The file might be in use, you might not have access to the computer where the file is stored, or your proxy settings might not be correct.

You might not receive this error message, depending on when the content switches to the next unit of content.

This problem occurs when Windows Internet Explorer 7 is installed on the computer on which you are viewing the content.

http://support.microsoft.com/default.aspx/kb/934113