by Rick Jerz.
I probably cannot help you with your specific needs, but I can tell you how I do it.
In Moodle, I add a "URL Resource", and link to a special video player on my website. My video player's videos are actually on a streaming server, but they can also be on other types of servers that only provide "progressive downloads."
Using this method, it is also very easy for me to give a link to my videos from just about anyway, such as from right here.
I am sure that other folks here on moodle.org might be able to give you additional ideas.