Help needed to implement streaming MPEG player

We're trying to modify a MPEG player (decodes an entire file) to
convert it in a streaming MPEG player (decodes while receiving the
file) running under W95. 
Can you give me some advice in how to modify the player?

Thank you in advance
Sergio Ortiz Giner
serorgi@teleco.upv.es
Agost,15
03013 Alicante(Spain)