Tech talk:

This video-documentation is delivered as streaming media in Flash-format.
To take part of the material you will need a computer connected to the internet, and the
Flash plug-in installed. For the best experience, we recommend a broadband connection of
at least 512 kbps.

Streaming flash video is normally allowed passing through your firewall or proxy.
If the videos don't start playing anyway check that the following ports are opened.
Port 1935 / TCP and UDP (the RTMP protocol).