how to play audio files available in different server.

Question

Hi,
 
I have to develop an application to play audio files available in different server.
suppose my application is hosted in Server A.and we have audio files to play available in Server B.
 
so how to connect to server B programatically using C# and ASP.NET and play that files.
 
please respond quickly 
Thank You very much
D Srinivas