Live multicast with WMS9 woes

I set up a live multicast publishing point on my Windows Media Server (2003 Enterprise Edition). Using the multicast announcement wizard, I created live.nsc and live.asx files. When the wizard completed, I used the test button to see what would happen on the server itself. WMPlayer9 opened up, and clicking on View..Statistics..Advanced tab showed me that the player was using the MMS(Multicast) protocol. So far, so good! Then I tried to see what would happen on a client PC...

Here are the client PC scenarios:

1. ASX file on webserver with a link in an HTML page (the webserver is a separate box, not the media server). Clicking on link to ASX file starts external WMP9. File protocol shows up as RTSP(UDP). IF AND ONLY IF I change the WMP9 network options (disallow TCP, UDP and HTTP), then I get MMS(Multicast).
2. NSC file on client PC. WMP9 connects with MMS(Multicast) when I open the file directly in WMP9.
3. NSC file on network share. From WMP9, I hit File..Open and type in \\servername\share\live.nsc, I get MMS(multicast).
4. Enable HTTP plugin on WMServer using port 1775. Then, open WMP9 on client PC and type in the url (http://WMS.corporate.com:1775/), I get HTTP protocol. By the way, the Server shows one unicast client. So, is the HTTP steam really a unicast?
5. From client PC, connect directly to publishing point using mms://server/live. The client's WMP shows RTSP(UDP) protocol./li>

So, I'm getting a headache figuring this all out. As I learn more, I'll post it.  :)