Indeed it sounds like a security issue - basically you should not experience such problem in a scenario like this (see attached screenshot). The easiest way to determine whether the problem has something to do with RadWindow is to display that page not in a RadWindow but in a standard <iframe> element and see if it will be shown correctly. If the movie shows in the iframe, but not in RadWindow, please send us a sample project so we could check it. If it is not displayed in an iframe as well, you should check your permissions for accessing that content page.
the Telerik team