about the network stream!

Question

i have a network server and client, need to serve and receive multimedia file. questions, 1. if my client doesn't know what kind of file is downloading, how does it know what file extension need to save? 2. am using window media player to playe after download, why it can oly play few second, and stopped 3. i tried to use DirectX, i could not find the DirextShow.dll, i have a direct 8.1 in my sys., is it under other name instead ?