It's almost certainly your firewall which is blocking RealPlayer's access to the internet.
The default settings in RealPlayer mean that it tries to connect to the internet every time your PC makes an internet connection. Firewall software flags up a message that RealPlayer is trying to do this. If the user clicks 'deny' permission' and also selects 'remember this setting', they will later find that they can't access streamed files in the RealMedia format.
Take a look at your firewall's settings and see which programs are denied access to the internet. You'll almost certainly find RealPlayer among them. Then just follow the procedure for removing the block. The exact process will depend upon your firewall but try highlighting the reference to RealPlayer and right-clicking to see if there's an option to allow access to the internet.
Chris