You can stream Quicktime or windows media files as well.

Basically you are just embedding your content just like every other embedded technology like Flash for example, into your HTML pages. Some things like Real video need special coding but all you need to do is read their docs provided all over the net on how to embed the files or stream them.

Protecting them from saving the files is a bit more tricky and that is probably achieved through PHP code masking the real file names from your visitors or perhaps one of the streaming technologies has this built right in.

Unfortunately we don't have much by the way of documentation for how to do it because there are so many ways we would have no way of keeping the documents current. But google is your friend and has a wealth of knowledge on how to do this sort of thing.