On the Karen Sisco videos, when I go to the posts, I see the Real Player logo screen, but get no indication that the file is loading, connecting, etc., and I am using RP 10 and IE 6.0.
However, if I right click on the Real Player logo screen, select Pause or Stop, then right click again and select Play, the Connecting message appears on the bottom of the RP screen, and the clip begins to load and eventually plays.
Hope this helps.