Yes it will be the WIndows Firewall.
But in that case I doubt the Windows Firewall is causing this problem.
Frankly, I am running out of ideas now. Am I right in thinking that you used to be able see these lectures in Internet Explorer in the past? If so, what has changed on that computer since then? Have you installed any software, Windows Updates, or uninstalled anything?
If it was working but now isn't, then something has changed to stop it working.