Thank you so much for going through the trouble of contacting them. That was very nice of you.
It isn't an IT issue (e.g.: not having the right version of Flash or something like that), but of the content not being available. There is a recording that says "This content is currently unavailable". Same thing for the 2nd episode.
I'll simply have to wait until the DVD becomes available for sale. Which is even better, since then I'll be able to see it over and over again if I want to.