Chances are that you are viewing the RTSP stream using Wi-Fi on the media player(just disable Wi-Fi from "Manage Connections" and try again?), but if you do not specify this to your application when connecting, you will not be able to watch the stream.
To specify it; in the function call where you create the player with a URL add ";interface=wifi" to the end of the URL.
Example:
String url="rtsp://3gp-tv2.unwire.dk/liveWAP2 trans/tv2/tv2news/tv2news_108k.sdp;interface=wifi";
_player = Manager.createPlayer(url);
Of course, there may be other reasons for having this situation. But I had this one, and just wanted to share it.