Videos from Webpages

[adamjs]

Occasionally when browsing a web page such as Engadget or others there is a click-able link where the video would be embedded on a PC browser. On my iphone clicking those links would open the media player and the video would stream to the device. On my new DroidX clicking this links in the stock browser asks me where to save the file to and in DolphinHD it returns an error. Is there some way of opening these links directly in some video playing app and streaming them similar to the functionality on the iPhone? This is really one of the few things I miss from my iPhone.