It won't run on my XP machine either.
Further, I take issue with the title of this thread-from the description, it's not the building that went wrong, but the launch...
Added...
Here's the source video. It IS a WMV, but it runs fine. The problem is the site.
And obviously the problem was to do with how they were erecting the rocket for launch, NOT how it was built. Not a "funny" video (to me), just odd.