Can't connect in Windows Media 11 (10 either) Trying to listen to sound clips

Can’t connect in wm11 (10 didn’t work either). Trying to play WM audio from Amazon, listening to ringtones on Virgin Cellphone site, etc… Won’t work on IE or Firefox.

In IE, If I go to Amazon.com, and click on a song intro, it usually plays 30 seconds of music. Now, it just sits there saying “trying to connect” and runs and runs until I kill it 30 minutes later.
For instance: I’ll got to Amazon, and click on the sample.
A small window pops up, The window is all black. At the bottom of the window it says “Connecting to Media…” And that’s all that happens. I get tired of waiting and stop it–it shouldn’t take that long.

Normally, it would connect, buffer and play the 30 second clip.

In Firefox. I installed the 3 plugins that are required and missing initially.
If in Firefox, I get this below, and it just sits there with a black screen:

looking up www.amazon.com
connecting to www.amazon.com
waiting for www.amazon.com
Looking up www.content.loudeye.com
connecting to www.content.loudeye
waiting for www.content.loudeye.
Done Hitting the PLAY button does nothing.

I’m using a 1 month old HP pc, with XP home edition. And using the latest IE and Firefox versions.
FYI-Video on youtube.com works fine.