By default, IIS 6 doesn't have the .flv mime type (all video in myUdutu courses get converted to .flv, which is the Flash video format). All that needs to be done is to go into IIS, tab to 'HTTP Headers', and add a new MIME type. The extension will be '.flv', and the mime type is: 'flv-application/octet-stream'
You will need to restart IIS for the change to take effect.
Let me know if this solves your problem,
'Kris