Newbie, Hi, simple question really

[ranma15g]

Hello, new to the community. I'm completely new to the streaming busisness, but for the project I'm developing, it's been explained I need to implement streaming media. The idea is I have a web-page that can run media through links. Opening them regularly with the <a href="media file here"> idea seems to get the media to run REALLLLLLLLL slow, and I was kinda hoping I could get some advice as to what do I need to know. If anything, I really just need a simple script that will tell VLC to automatically run a media file when I click on a link. I plan on learning a lot of code, and I'm not looking for a quick fix, I just need some reference. Any advice would be great.