You've gotta install a plug-in one time only, then it should work. Kinda sucks, but once it starts playing, the video quality really is amazing. Hulu doesn't have it up yet...
http://www.hulu.com/firsthand Also, I know a lot of non-US Pals can't get it to work, probably because of geoblocking (like iTunes does). So that may be the problem. The www is never as easy as it should be.