Had you ever logged in via Internet Explorer before? IE and windows media player share the same authentication system, and the server checks your logged in status before delivering the videos. If you've got a PC try logging in using IE, (be sure to check the remember me box), and then try viewing the videos again via firefox or IE. If you just use firefox, I think it was behaving this way before...can anybody verify?
I have been using Firefox and it did not behave this way for me before the change.