Setting the Windows Media Player to work behind a proxy or firewall

Some schools and offices have firewalls or proxy servers which are between your computer and the Internet. If this is your case, you need to set up Windows Media Player to pass through the firewall.
Open Windows Media Player 9.0.
Click "Tools," located on the Windows Media Player toolbar.
Select "Options."
Click on the "Network" tab.
Click "HTTP", "RTSP" or "MMS" protocol to highlight (The settings must be  changed for each protocol you use).
Click the "Change.." button.
If you already know that your web browser is configured to use a web  proxy, select the option labeled "Use Browser Settings." If you know the proxy  address and port number follow these steps:  
Select "Use Proxy."
Insert the proxy address and insert the correct port number, either 80  or 8080.
Click "OK."
Click "OK" to return to the Windows Media Player.