I also ran into problems viewing the videos on my iPad, and unfortunately, you may run into problems even on your desktop, depending on which browser you use.
I use a less widespread browser, Comodo Dragon, and couldn't get the videos to work because they needed a (now obsolete) Windows Media plugin. Perhaps it works with Firefox, Chrome, or Safari (on a Mac), but I do not know. However, with Internet Explorer (which I reserve for "emergencies" such as this!) it worked.