Can't Play MP3/WAV over HTTP

[Chaky]

Hello All:
Can anyone tell me why I can't play MP3 or WAV files with the Windows Mobile
5 media player control when the filename is a URL? Even with the Media
Player application on Windows Mobile 5 it doesn't work. If the files I want
to play are stored on the device, no problem. But if I enter a URL it won't
work. My fear is that I need to stream the content, which I don't want to
do. Here is some code that results in a unsupported file type error.
There's a lot of code here, but the main point is that setting the player URL
property to an http:// address doesn't work. Is this really a limitation of
Windows Mobile?