Yes, you can, but not by copying the url from the link on the xosn site; that link contains script that opens mp in another window, and does not contain the name of the video stream file. Get the correct link by opening the scripted version in another window, right click on the video, and select properties, and copy the url from there. That one will open in media player.
Here's the archived link from Saturday's game that will open directly in mp
http://fightingsioux.xosn.com/onDemand/OnD...=13500&KEY=
I think the first period is fairly good, but I wouldn't recommend watching periods 2 and 3