MPMoviePlayerViewController will not play streaming video url even thou it plays fine in a browser

I am trying to have an MPMoviePlayerViewController play the following streaming video url:

http://www.dfi.dk/~/media/Video/OlsenBandenpådybtvand.ashx

I get the error "MediaPlayerErrorDomain Code=-11828, Can't Open"

I know it has to do with the Url Encoding of a danish character. However I am sure the above is correct, since I can run the url in a browser and it returns the mp4 video fine.

Any help is appreciated.