could not load file; can not play file????????????

I have my server computer files shared with my other computer, and when i go to the inetpub on win web server 2008 from my other computer, I can open the iisstart.htm and click on the icon to open jwplayer file to play. and it does so just fine But when I open it from the web page that is served, it says error loading media, file could not be played. What am i doing wrong???