Media Player URL doesn't seem to work with streams

This one, too:
http://www.cybertechmedia.com/samples/taylorsirishnight.wmv

All the ‘Windows Media’ links on this site will work:
http://www.cybertechmedia.com/samplevideos.html

Note that the .asx extension is currently not registered in the WmfMedia plug-in as a supported file extension, so you will have to open these files in a text editor and extract the <ref> attribute containing the actual video stream URL (usually a .wmv file). Those will play in the Engine.

I will add support for .asx in 4.7.