1. You have a script error.
Using Javascript on Websites - how to turn on script error notification is included in this article.
2. "This website wants to run the following add-on: Windows Media Player ..."
Maybe the client does not have this installed? or it's not working properly?
3. You have some program specific coding included. Created by PS, ImageReady,GoLive?
4. Your embed has errors.
HTML <object> tag
Bye Bye Embed at List Apart.