Help with broadband video download; this is driving me crazy!

I like to watch a canadian business show which is broadcast over the net via broadband. Here's the problem; I can access the site and a specofic program. It downloads but only plays the audio portion and not the video. I have no problems downlading audio and video together from other broadcasts.
Now here's the really zanny thing I accidently discovered while downloading one of these programs. I happen to click on the show to download it and then also clicked on the Windows video game, so I could at least see some kind of video while I listened to the broadcast. Well guess what? The video part of the broadcast appears and everything is fine untill the show ends at which point I once again have to click on to the video game in order to also activate the video part of the program. So geeks!!; what is going on here and how do I eliminate this 'switch' or glitch so I can watch these programs without having to activate them ebery time by clicking on the windows pin ball game? thanks