因為防火牆而無法播放windows media player檔案？

我頭先用Windows Media Player既時候，部電腦突然話播唔
到，仲彈左一個咁既dialog：

Windows Media Player cannot play the file. A network firewall may be preventing the Player from opening the file by using the UDP transport protocol. To play this file, try opening the file without specifying UDP.

到底是什麼回事？我嘗試響選項既Network果度剔除UDP但
都係無效，請問有什麼方法能夠解決？Thx！