The doc videos at http://docs.mcneel.com/rhino/5/help/en-us/index.htm don't play for me. I'm using Firefox 19 with Adblock Plus, and have exempted mcneel.com from Adblock's purview.
They are Shockwave (SWF) files with a PNG image file place holder. when you click on the PNG image, it fires up the player/ Maybe you have them blocked or the player not loaded?
Nope, Flash works on other sites.
You need to download the flash player for IE even though you run Firefox. Don't let the site automatically detect your browser. You need to manually download the IE player. Install that and the videos will play.
If this is a requirement, it seems like a site defect.
It was the solution for me, and others on the Rhino NG.