Video Streaming with ActiveX control in GUI?

Hi, does anyone knows about how to do video streaming on the GUI? For instance, the bit are transfer a chunk and play while another chunk are sending over? Is there any guidelines on this? I saw a button inside one of the activeX controller (window media player) and contains a callback called newStream but i do not have any idea how to do the coding and eg. Is there anyone can help out?thanks in advance.