Deliver video files - best way of practice?

Hello,
i've different documents like videos, pics, docs etc. on a access-restricted
SAN-area. My Intranet-Webserver should now deliver e.g. videos from this SAN
to the clients. This time, i've code to copy the files as a special user with
rights to access the SAN-area from the SAN to a temp-dir on the webserver and
then i create a aspx-Page with e.g <object
data="http://mywebserver/temp/copiedVideo.mpg"...>.
This solution works, but i believe, it could be better.

1. Is it possible to stream the data from the original SAN-location to the
client using my SAN-allowed user without saving it on the webserver?

1.a When storing the files on the webserver, what is the best way to clear
the temp files? Session_end? I rename the files with the session-ID as a part
of the filenames on copy, so i could delete all files named like
session.sessionid.

2. Especially video-files with >200 MBs take lot of time to copy and then
transfer to the client - even in an intranet with 1 GB-LAN. Must I use "web
2.0"/Ajax to enable the users already to view the video on loading (like
youtube & co)?

Thanks for suggestions!
Peter