Many websites use add-ons to play video or audio files. If videos on a site won't play correctly in Internet Explorer 10 you might need to install an add-on. Try this:
Make sure you're NOT using InPrivate Browsing. InPrivate Browsing might block info or add-ons that a video program needs in order to play properly. InPrivate Browsing helps prevent Internet Explorer from storing data about your browsing session. This includes cookies, temporary Internet files, history, and other data. Toolbars and extensions are disabled by default. To turn off InPrivate Browsing, simply close the browser window that shows "InPrivate" before the address bar.
Install any necessary add-ons. Often, the website that you'd like to watch a video on will let you know which add-on you need to install. Some common add-ons used for playing video are Adobe Flash, Microsoft Silverlight, or QuickTime. To learn more about using add-ons in Internet Explorer, refer to the Microsoft article: Manage add-ons in Internet Explorer.