using sockets to load a streaming windows media file

Hi there, is there anyway possible to load a streaming windows media file via a socket connecting to output its contents to the browser or a windows media object. My issue is I am spitting out an asx playlist file however for some freak reason, whenever i put control logic around where i am outputting the playlist the player craps out saying playlist file format not recognised. Which is why I want to try out this way execpt socket transport doesnt understand mms :) Ie the file would look like mms://thefile