Can you let me know the link that fails for you? Can you stream other Channel 9 screencasts?
I've just tried them all; and they do work for me - and by the comments I can see others got it to work too.
Loading User Information from Channel 9
Something went wrong getting user information from Channel 9
Loading User Information from MSDN
Something went wrong getting user information from MSDN
Loading Visual Studio Achievements
Something went wrong getting the Visual Studio Achievements
The video is available in different resolutions. The best resolution is "Screencast" which is 1280x768 and 2MBPS, here you should be able to read the X++ code.
Here is the direct link: