A possibility for this may be because the CDFPlayer is not yet at version 10. Do you also have a copy of Mathematica 9 on your system--both 9 and 10 can coexist. If so, then perhaps saving your demonstration from V9 would work so long as it does not use any V10 specific functions in its code. If you don't have a copy of V9 (but the code is V9 compliant) you can email me your demonstration and I can save it for you from V9 and email it back (you have my email address...)