OpenVCE

If you can not watch a movie in Second Life, you can go through the below check list to test whether you have a firewall problem or not.
 
To test without using the Second Life Viewer, open a Quick Time Player for these tests by opening these three URLs below and test whether you can see the different movie clips:

Open the Quick Time Player and the menu item File/Open URL:

1. Copy the below simple http media url to the above window and hit OK:
http://www.pixar.com/theater/shorts/ljr/quicktime/ljr_320.mov
 
Make sure there is no space at the end of the URL. Can you see the clip?

2. Check connectivity to AIAI Media Server in HTTP mode by testing this URL below:
http://media.aiai.ed.ac.uk:554/vue.sdp   
 
Can you see the clip?

3. Test whether the real time stream mode works, again copy the URL below to the above menu item:

rtsp://media.aiai.ed.ac.uk:554/vue.sdp   
 
Can you see the clip?
 
If you can see all three of the above clips, your Quick Time Player is working properly and it is probably not a firewall problem that prevents you from watching a movie in SL.