There may be more than one reason

• you might be having problems with a firewall. You have to deal with your network admin over this one.
• You might need to install the proper plugin. Here is a list of some that might be needed, we will try and add/keep up on them.

Shockwave
Flash
Microsoft MediaPlayer

• You might need the proper codec to watch a video clip

Various places. Usually they are put out for use by their author for use by the public or arcade sites. Some are paid for.

Not through us. They belong to their originator or authors, contact them about buying them.