Getting AG_E_NETWORK_ERROR Setting Media Element Source. Cross Domain Issue?

I'm getting an AG_E_NETWORK_ERROR when I try to set my media element to a source that doesn't sit on the same server.

the target url is something like this mms://202.134.45.78/FAKEURL and it works when i hit it with windows media player. The only thing which I can tell is wrong is that there might be a cross domain issue, but I thought media didn't fall under that filter when the source is something like http://123.45.34.11/someintranetsite/file.aspx since it's going from http to http and from the intranet to the internet.

The URL pointed to is a server side playlist if that matters.

So anyone has any ideas?
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