Then you will need to provide more information about your setup (os, browser, versions, plugins, video(s) that arent working, video(s) that are working, isp, security software, etc).
OS: Windows 7 Home Premium
Browser: Internet Explorer 8
Plugins: Adobe Shockwave, Java, Adobe Flash, Windows Media Player, Adobe Reader
Videos that aren't working: Many
Videos that are working: Shank walkthrough
Security Software: I have this program installed called K9 web protection, perhaps that is the reason?, Avast Antivirus