You might try spoofing as Safari on CNN to see if this gets the video to play. You can do so via the Other pane of the Site Preferences while viewing CNN.com.
You also might try turning off any ad blocking settings in the ad block pane while you're in there.
Also, you should be able to get sneaky peeks from this page here:
http://www.omnigroup.com/application...ad/sneakypeek/
which may also help with the problem.