I agree with Beergood, copy the files locally and run a scheduler of some sort to keep them updated.
Just think of the bandwidth you would need for even 10 users! Even at 56k video speed that would be over 5mb! ( assuming they all connect at the same time.)
If local files are not an option, I suggest using one of those web video servers, like the one from Real.
Jon
There is much pleasure to be gained from useless knowledge. (Bertrand Russell)