Kirk's correct. Flip4Mac handles most WMV content on the web. If you're finding that video does not play, then it's possible that particular site has used a non standard method to make it available. In these cases, it's necessary to bombard the site with requests to make it compliant with, at least, Flip4Mac, and in general, Macs.
BTW, I wasn't quite sure what CBC is, but found the Canadian Broadcasting site and I
was able to view video there. It was in a Flash format, so WMV considerations were not a problem.
Possibly you can post an exact location to test your issue.