That is a prime example of one of the many cases of Windows Media Player being a flaming pile of worthless video playin' code.
So far as I can figure, some WMV video files (though I can't figure out what the criteria are--CNN's video, for example, usually works) just will not play past about the halfway point using Microsoft's player. The irony in this is great, but I've found no workaround whatsoever. Occasionally, if you're playing directly in the player rather than in an embedded frame like that site, quitting (or even force quitting) the player then trying again seems to help, but only sometimes.
Anyway, until (if, rather) MS decides to make a video player that isn't totally worthless on the Mac, the only workaround I know of is to save the video file (hopefully the site makes it easy) and then either hope VLC can play it, or fork over the few bucks for the Filp4Mac WMV codec for Quicktime and feed it to that--downloaded clips will almost always play perfectly with Flip4Mac.