Thanks - we got it figured out in the mean time as well. For anybody using C#/xaml instead of html/js, make sure you are registering the smooth-streaming plugin in your mediaplayer element:
<mmppf:MediaPlayer x:Name="mediaPlayer" AutoPlay="True" HorizontalAlignment="Left">
<mmppf:MediaPlayer.Plugins>
<adaptive:AdaptivePlugin />
</mmppf:MediaPlayer.Plugins>
</mmppf:MediaPlayer>
(Or you can set it in your code-beind). If you don't have the AdativePlugin set in the Plugins collection, it wont be able to play streaming sources.