Since the Live investigation feed uses Flash and a protocol known as RTMP (A streaming audio video broadcast protocol) there are a few prerequisites.
First off your browser and computer must support flash and you must have Flash version 10.0 or newer. So if you have a version of flash that's been updated in the last year or two you should be fine.
Second, you must make sure you do not have any firewalls which block RTMP port 1935 outbound. Generally this is open, but there are some firewalls which block outbound access especially in commercial environments. Also I've found that NORTON SECURITY SUITE has a software firewall built in which can block much UDP and RTMP traffic. It basically blocks all traffic and forces you to go through a proxy. Proxies do not allow streaming connections in most cases.
If you still can't get it working, please send me a note and I'll try to help you to get it up and running. After all we want all our members to be able to enjoy the live investigations.