Cannot Open Video

Vista 64 Bit, IE7

Out of the blue when I click on a video link in a web page I get a white
screen saying that I could not connect to the web page. I have tried the same
web page on another machine and the video opens without problem. I know its
not a connection problem.
Also noticed that recently that when I open any web page it takes time to
load. I am virus free so I know its not that. Is there some weird secuirty
setting that is stopping video being downloaded and checking every web page
before it loads?
Any help would be great.

Thanks.