Linking to video file?

At the school where I work I've got an online searchable database of
video tapes and dvds, using MySql and PHP on a Linux machine. It works
fine. I'm trancoding some of the tapes to avi files, which can be
accessed as a samba share. I'd like to put clickable links into the
database, so if a user sees the file is coloured blue, they can click it
and it plays. I've got it working, but:

Using a 'href' link in HTML code of the PHP powered web page, the file
is downloaded at the user end completely before it starts playing in MS
Media Player, which results in an unacceptably long delay (the file
could be 200Meg). But if a user accesses the file directly through the
file system using the samba share directory, the video starts almost
immediately and 'streams'.

I've looked at using the