If there isn't a player visible above first check if there is a bar across the top indicating content has been blocked. If so right click and allow blocked content. Otherwise, click here for streaming

Depending on your browser you will get different responses:

InternetExplorer will probably want to open an appropriate player (please tell Internet Explorer everything is OK!)
Safari will probably open an appropriate player
Firefox will probably ask you if you want to open it with a suggested player (say yes)
Google Chrome will probably download the file and you will have to double click on it and it should start a player