What does it mean? I can't play the stream movie from the internet on my Safari. Instead, I see the faded logo of QuickTime with the question mark inside.

I've gotten these too.

Is your Quicktime up-to-date? Sometimes after a big update, I have the same sort of trouble until I updated it.

It's also that this file has disappeared from the server somehow.

Also try Firefox. I've had trouble with Safari as far as things (downloads) being compatible. If you don't already have Firefox, you should definitely download it. It's handy.