When I right click I have listed, my sound card, Video Mixing Renderer 9, a few that are greyed out and
Windows Media Source Filter.
Do you have any directshow filters set, or have the "Use windows media player engine for playback when possible" checked?
For streams like this, there is no file type info (no extension). Therefore there is not a way to select filters.
It is odd to have such a problem since you are using VMR9. Choose "Video Mixing Renderer 9" from the DirectShow Filters list, you should get the property pages of VMR9. Choose "Proc Amp" tab, you should be able to do video control there. If the controls are not available there, I would think something is wrong with your DirectX installation. Reinstalling DirectX 9 may help.
EDIT: Or you may need to update your video card driver.