Unable to upgrade WMP for instant play

The first time you try to watch a movie instantly on Netflix, you get a message that says you need to upgrade Windows Media player. I've tried to click the "Install" and then the "Upgrade" buttons like it says to do, but each time I get a message saying "unable to connect to server." I don't understand at all seeing how my internet is never down when I get this message.

Has this happened to anyone else?

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