Playing video through MMS

Normally when we want to play a MMS through IE we just type
mss://pathname/videoname.wma. This works fine. Similarly I want to play the
video in CE .Net 4.2 emulator. As I was looking for this I found that there
is some patch which need to be installed. The URL for that is
http://www.microsoft.com/downloads/...&DisplayLang=en

As I tried to install this it says I need 4.2 emulator to be installed.
Inspite of me having 4.2. Can somone guide me to solve this problem?