Marissa,
This example originally used the ActiveMovie ActiveX control version 2 when it was written in 1998. I looked on my machine and it seems that they are now at version 3 so the version 2 control probably does not exist on your machine.
I would suggest using this example as a template and using Windows Media Player instead of the ActiveMovie control.
Randy Hoskin
Applications Engineer
National Instruments
http://www.ni.com/ask