Experimenting with audio on demand

Both Shoutcast and Icecast do audio on demand. Shoutcast even makes a pls file on the fly. But we would like to have our own pls files, with more than one file in the playlist, since we would like to have the announcement and then the programme. Following the pls file format,
[playlist]
NumberOfEntries=2
File1=http://stream.radiosai.org:8000/content/file1.mp3
File2=http://stream.radiosai.org:8000/content/file2.mp3

Is working. But content has to be a folder, can't be a shortcut. What about soft links and hard links? Googling
found this google answer
and searching sysinternals got junction


And that works!

Does not allow downloading using right-click and save-as with browsers, either.

But playing in Windows Media Player? Googling
gave this nice link.

But it has two problems: Plays only the first file for files without spaces in them, (of course, that's what it's coded for!) and doesn't play files with spaces (%20) in them since WMP converts the %20 to spaces!

Tried from command-line with
wmplayer "filename with spaces.mp3"
wmplayer "filename%20with%20spaces.mp3"
wmplayer filenamewithoutspaces.mp3
wmplayer "filenamewithoutspaces.mp3"

Only the last two work.