When you open video on this site, a yellow bar may appear at the top of the screen with the text, "To help protect your security, Internet Explorer has restricted this file from showing active content that could access your computer.  Click here for options"

To view this video file, click on the yellow bar for options.  Once you have clicked it, it will give you a drop down menu with at least three options.  The first option is to "allow the content".  Second is information about the risks associated with active content.  The third is the information help bar.

To play the content, click on "allow the content". 

If you are unsure about security, click on "What's the risk?" and read about active content.