How to play a buffer(not a file or url) with window media player?

[szcococut]

I get data from my server by socket , it is asf(*.asf) data. can't to save a file , because when I get the data, must to play at once. I want to play the data with window media player, how to? thanks!

[anwer_skk]

I think you have to write some Direct Show filters (Hope a custom source filter is enough for this purpose)