Asx파일로 묶어 주시면 됩니다.
스크림을 지원합니다.^^

ASX/Playlist

<ASX Version = "3.0">
<Entry> <Ref href = "http://server/song1.asf" /> </Entry>
<Entry> <Ref href = "http://server/song2.asf" /> </Entry>        
<Entry> <Ref href = "http://server/song3.asf" /> </Entry>
<Entry> <Ref href = "http://server/song4.asf" /> </Entry>
</ASX>
                                
In the example above, Windows Media Player plays all four .asf files that are referenced in the playlist.
ASX/Copyright
Text represents copyright information for this .asx file or entry element. This information is displayed by the client in the details pane. For example:
<Copyright>Copyright© 1997, AudioSVR® Inc.</Copyright>
                                
ASX/MoreInfo (click-through)
Specifies a Uniform Resource Locator (URL) to additional information offered by the content provider and, in theory, related to the context of this entry's content. When you request more information, the client points a browser to this URL, invokes a script command, and so on. You can specify the information you want associated with the .asx file information in the user interface (UI), with the entry's information in the UI, or with a banner in the video area of the UI. For example:
<ASX Version = "3.0">
<Entry>
<Title>Click Through Test</Title>
<Copyright>none</Copyright>
<Ref href = "mms://svr1/welcome1.asf" />
<MoreInfo href = "http://www.microsoft.com" />
</Entry>
</ASX>
                                
In the example above, the display area in the player where the title and copyright appear is clicked, and the URL is passed to the default browser.

If the
<ASX Version = "3.0">
<Title>Show</Title>
<MoreInfo href = "http://www.microsoft.com" />                
<Entry>
<Ref href = "mms://svr1/welcome1.asf" />
</Entry>
</ASX>
                                
In the example above, the URL (http://www.microsoft.com) in the Show is clicked on in the display area of the player.

You can also use the
<ASX Version = "3.0">
<Entry>        
<Ref href = "mms://svr1/welcome1.asf" />
<BANNER HREF="http://svr2/banner.jpg">
<moreinfo href="http://www.microsoft.com" />
</BANNER>
</Entry>
</ASX>
                                
NOTE: This usage if the
ASX/Title
Text represents the title of the .asx file or entry element. The client displays this title in the title bar. For example:
<Title>AudioSVR® Top 10 Rock Stations</Title>
                                
If the Show field in the display area of Windows Media Player. If the Title field in the display area of Windows Media Player. For example:
<ASX Version = "3.0" >
<Title>My Favorite Songs</Title>
<Entry> <Ref href = "http://server/song1.asf" /> </Entry>
<Entry> <Ref href = "http://server/song2.asf" /> </Entry>
<Entry> <Ref href = "http://server/song3.asf" /> </Entry>
<Entry> <Ref href = "http://server/song4.asf" /> </Entry>
</ASX>
                                
In the example above, the title displays in the Show field in the display area of Windows Media Player.
<ASX Version = "3.0" >
<Title>My Favorite Songs</Title>
<Entry>
<Ref href = "http://server/song1.asf" />
<Title>Song 1</Title>
</Entry>
<Entry>
<Ref href = "http://server/song2.asf" />
<Title>Song 2</Title>
</Entry>
<Entry>
<Ref href = "http://server/song3.asf" />
<Title>Song 3</Title>
</Entry>
<Entry>
<Ref href = "http://server/song4.asf" />
<Title>Song 4</Title>
</Entry>
</ASX>
                                
In the example above, "My Favorite Songs" is displayed in the Show field and the text in the Title field.
ASX/Banner
Specifies a URL to an image to be used as a banner in the client's banner bar. Optionally, the banner can have an associated abstract and click-through behavior. The banner is 32h x 194w in dimension. For example:
<banner href = http://server/dir/graphic.gif >
<moreinfo href = "http://www.microsoft.com" />
</banner>

답변 감사드립니다.

그런데 제가 원하는 방식이 아니네요.^^.

전 리스트박스에 재생할 파일의 위치(파일이름 -> c:\test.mpeg...)를 가저와서 하려고합니다.

혹시 아시는 분 없으신지요?

그래여.. 그럼
종료 이벤트를 잡아서
하나씩 들어가도록 하면 되는되
window Media SDk를 참조 하세여
그럼