"mms is not a registered protocol" ???

Hi, everyone. I am having no luck playing video clips from the following site: http://www.mlsnet.com/MLS/sights/ When I click on any of the video clips (384K option) I get a message that says "mms is not a registered protocol." I'm using Kaffeine/Xine. Is there a file/codec I need to get or am I just out of luck viewing clips from this site? Many thanks. Gil