help please with Windows Media Player

I need to know how to create a link which will open a Windows Media Player and plays my streaming url link automatically?

I think that you can just place a hyperlink with the path to your uploaded movie.

Thanks for your reply. My problem is that I do a live streaming so I don't upload any files on to the web. I tried the hyperlink tag linking to my streaming url but it only opens the browser and not the player.