Yeah, that's because CNN's video player requires some sort of plugin for Windows Media Player, which is such a modification it looks like any other flash player. At least, that's what I think the case is.
Try the LAtimes link? Or is that just the CNN one, I haven't tried :o
I'm going to see if the latimes one works, but I'm holding little hope. I know folks can rip the link for me. I'd just like it as soon as they can get it.