Software that will play streaming .avi's?

[Gonad the Barbarian]

I can not for the life of me play a streaming .avi file on my XP machine. My Vista PC does this just fine with WMP with all the same codecs (I verified with ffdshow). But my XP machine always wants to download the whole thing or just hang my media player. "Opening" an .avi link in IE downloads to a temp folder first, sending it from Firefox to WMP makes WMP just sit there as my router lights flash, and it's the same story if I open the URL in WMP directly. I also tried MPC & GOM with similar results as WMP. VLC will start to play but then artifact & stop for a while before it starts again skipping over what would have been playing had it not stopped. And I know that's not a bandwidth issue because I'm having no trouble on my Vista machine. I have also tried using both Haali's Media & Gabest's AVI splitters and they cause an error message for me in WMP. But everything is fine if I play a local .avi file. So is there anything else left to try?