Nope, there's nothing you can install separately that will help you. All the codecs the player supports are built into the flash application itself.
There are a couple of things you can check though. I found I had to unblock the page in noscript before the video would load. After that it loaded and played perfectly for me. Check there first if you're using a browser with that, or something similar, installed.
Second, this is streaming media, so you have to take into account your connection speed. This site played fine for me, but I've had others that load really slowly, and I often have to pause the video and wait for it to buffer a bit before it would play smoothly.
It can also help to increase the size of your flash cache. Right clicking on a running flash application will sometimes give you a settings dialog that will let you adjust the cache space flash can use. But if the app itself doesn't give you any settings manager, you can also access them through the adobe site itself. Go here
and click to the "global storage" and "website storage" settings panels. The second one lets you set different settings for each site you've visited.
If you've done all of that and it's still not working, go complain to Adobe about their crappy linux support, and/or to the site that uses the flash player about the crappy, proprietary flash-based video system they're forcing down our throats.