Streaming playlist

[Jasmin]

Hi there. Excuse for silly question but I have no time to parse whole board

I got some videofiles which I want to stream by HTTP. Clients must open stream by Windows Media Player 9 or above using link in form http://www.mydomain.com:90
So, I start new playlist, add MRL elements there, setting HTTP checkbox, choosing ASF container (MPEG TS dont get accepted by WMP9 for some reason), video codec WMV2, audio MP3 and start streaming. It gets fine for first file, but when file ends WMP9 client just stops, like stream is over, althrough VLC is streaming next file. Is there a way to make uninterrupted stream??