I can't help the dial up people,
But, if you have dsl or cable, and are using mozilla and you cant get part 4 to play -
1. Go to your control panel, and clear out your temporary files
2. Use IE instead of mozilla, and check "Windows Media Player" as your screen of choice.
This does work. Mozilla and Quicktime would not load part 4. When I switched to IE it worked just as easily as the other three segments.
hope this helps.
*grumbles: still think cBS should have let it run its course. grumble.*