Fandt løsningen med hjælp fra en supporter, og vil da lige poste den her så andre kan få glæde af den (for langt de færreste finder nok selv frem til denne løsning selv)
Løsning:
CBTNugget's videos are encoded in Mono, sometimes WMP has an issue playing these audio streams.
To resolve this:
Click Start> Click Run> in the window that opens type the word 'regedit' and hit enter.
Go to the following registry folder: [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MediaPlayer\NodeCLSIDs\{95037DA1-6ED9-4B27-8CFF-9AD3DFB0B2F2}]
double click on 'Auto Insert" on the right side of the box.
Change the Value from "1" to "0" and click OK.
You should be set.