DETAILS PLEASE!!!

without some idea of what you're attempting to do , with which programs, and
using what hardware, we really have very little chance of diagnosing a
problem correctly!

See Zachd from Microsoft WMP Support FAQ
(http://zachd.com/pss/pss.html#0x800c0008):

Note that one case where this will happen (or you'll get error 0xc00d1199
or 0x800c0008 instead) is where you're trying to access WMV or ASF content
on the Internet and you have Internet Explorer's Media Bar turned on.
Unfortunately, IE has their own player for the Media Bar, so you'd need to
either bug IE product support to fix this, or you'd need to turn the Media
Bar off (which would be my suggestion regardless). To disable IE6's Media
Bar from taking playback, click the Media button (on the IE Toolbar). Then
click Media Options in that new pane, then Settings, and then uncheck
"Play web media in the bar".

Customized authentication dialogs will also cause error 0x800c0008, since
WMP can't show 'em, and IE can't hand off the credential to WMP. In
general if you're getting error 0x800c0008, save the file to disk first
and then play it back.