Windows Media Player 11 keeps giving a Digital Rights Management error

When I try to watch a video, WMP 11 gives me the following error: "A Windows Media Digital Rights Management (DRM) component encountered a problem. If you are trying to use a file that you obtained from an online store, try going to the online store and getting the appropriate usage rights." However, I don't know where to go other than the site which is providing the video. I make my selection at the online store and it trys to give me a license, but then I get the error.... NOTE:  When I first installed WMP11, I checked "Download usage rights automatically when I play a file" and "Send unique Player ID to content providers".  So now what do I do?