Umm, you're not doing anything wrong, Youku is a chinese video-hosting website. But they should work for pretty much everyone, although you can also watch episodes online at many other websites.

Try sidereel or surfthechannel, they usually have multiple links for each episode, just keep trying different host sites until you find something that works for you.

Hope this helped.

Try www.tv-video.net Though I'm not sure if X-files is still under the free viewing catagory or not....