streaming video from https

I have a .wmv video file sitting on an https server. I'd like to be able to play it in Windows Media Player since it is the default player on most PCs. But when I click on the link, I get an error saying :

The selected file has a scheme that is not recognised by Windows Media Player, but the Player may still be able to play it. Because the extension is unknown by the Player, you should be sure that the file comes from a trustworthy source.
Do you want the Player to try to play the file?

then I say "YES" and I get this error :

"Windows Media Player cannot play the file because the specified protocol is not supported. If you typed a URL in the Open URL dialog box, try using a different transport protocol (for example, "http:" or "rtsp:")."

I looked it up on the microsoft site and it tells me to configure my protocol settings. The problem is... there are no settings for https protocol. Has anyone encountered this problem and how is it solved? I tried putting the file outside the https area and into the http area and the file plays just fine.

Thanks a mill,
sharyn

As much as I looked around and asked a couple of forums, there seems to be no answer to this. I can see the video just fine on the Mac with QT and the Flip4Mac plug in, but on a windows machine, no go. So I changed the video to an .AVI and it plays just fine. Good short term solution, but no long term answer.