Sounds like the firewall is perhaps blocking the URL, or flash content within that URL. You could throw a packet sniffer on the incoming interface, like Ethereal (free) to rule out layer three and layer four filtering. The best way to do this is to run a comparison, like with I.E. and Firefox both on Youtube and a site that does work that uses Adobe Flash to view the videos. It is obviously the firewall and/or anti-virus---corporate editions are normally for filtering outgoing packets also, not just incoming. If you don't need the corporate edition, like if you don't have users on your network abusing policies, then I would just use a home, personal edition.
Out of curiosity, what other sites DOI work? Ebaum's World? MySpace?

Tim