Hmm, I had a similar problem the other night. I tried to watch a channel nine program but it wouldn't play. I had assumed that it was a web connectivity issue. It was interesting that when I gave up to watch something I had recorded The outline for the Catchup item I had selected refused to go away. I eventually got rid of it by going to another channel's catchup and exiting.
I have had success using catchup as well, but it does seem to be flakey.