you need to create a .asx metafile and link to that from your site.
open bbedit and paste in
<ASX version="3.0">
<Entry>
<ref HREF="http://www.wizard.com/movie.wmv"/>
</Entry>
</ASX>
and save this as whatever.asx
Now point your link to this.
There's a good article on the microsoft msdn site:
http://msdn.microsoft.com/library/de...t/html/asx.asp
"Windows Media™ metafiles are simply text files that act as links from Web pages to Windows Media-based content on a Windows Media server or Web server. The basic purpose of a metafile is to redirect streaming media content away from browsers, which in most cases are not capable of rendering the content, to Microsoft® Windows Media Player. Windows Media metafiles have a .wvx, .wax or .asx extension. When a browser downloads a file with one of these extensions from a Web site, it opens Windows Media Player. Windows Media Player then locates and plays the content specified in the file."