I was configuring a Citrix XenApp 6.5 farm and we created some instruction video’s for the users to get used to the new interface and structure, we offered those video’s (*.wmv) via a URL on a streaming server via MMS. So far so good but when clicking on the button linking to the wmv’s files the wmv’s wouldn’t start. Apparently this is a common problem because Citrix released a kb article on it: Citrix XenApp 6 is Unable to Open MMS Files