To make Windows Media Player show captions:

  1. Make sure Windows Media Player is running in its own window, and not in the IE Media bar.  To force WMP to use a new window,  right-click the link and select "Open in new window".
  2. When WMP is running it its own window you will not see slide transitions until you do the following:  Use WMP Tools menu: Options and select the Security tab.  Click "Run script commands when present" then OK.  Close WMP and restart the video.
  3. Use WMP Play menu:Captions and Subtitles to enable captions.