What does the message "Movie not loaded..." mean?

This sometimes occurs when I try to see a video.  All I see is a blank screen, and when I right-click on the blank area, that's the message I get.

I am very surprised that a search for this error message turns up nothing.  I am sure I'm not the only one to have gotten it.

Here's where I got the error message:

http://www.mainstreet.com/article/small-business/barefoot-wine-founder s-how-taste-success

Please help me with this.  Thank you.