Please click on the 3 dots on the right of the playback once u click on the link to play the recording. Once u click on the 3 dots you will see an option to download the playback. Please download the recording so that u can play it in Windows Media Player. For some reason the recording does not play on the site but will play in windows media player.
Also if u have your setting to always play .amr files with Windows Media Player it will automatically play any .amr file in Windows Media Player without you having to download the file.