Well... there's a couple of options, the Treo 750 was created by HTC and they have an app called Streaming Player (plays RTSP videos on WMP), I tried to make it work on the 700wx and it did not work.
I will try when I have a change on the Mogul, in the meantime, there's this...
http://www.ppcgeeks.com/how-to-watch...ice-t5271.html