windows media audio codec

I have a laptop with windows Vista and I am trying to open websites on the net where I can watch news, listen radio live...but everytime I try to open the link to a live radio (for example FIP radio) or try to watch news video windows ask me to download windows media audio codec but if I try to download there is always one file which cannot be copied and the downloading is blocked.
Everytime the file is different.
How can I watch video and listen radio then with Windows Vista on the net?
I also have a pc with windows xp and there is no problem so I assume the problem comes from windows media player 11 on Vista.