Do I need a Win32 Hook -- Filesystem stuff

Question

Here is the idea. Essentially I want to know when a VPN client is trying to open certain media types (mp3, wmv, etc) and instead of opening them on the server-side machine, stream them to the VPN client. So how can I know when a file is trying to be opened? This seems like a Win32 Hook to me, but after some reading it seems as though there is no hook into the filesystem. What is the standard way to do this??

Thanks!
Stephen