Would it be possible to make your own parser of a wsx file? Just parse the file and play videos listed in it. Has anyone one tried this out or seen any example code on the web? 

/cake

 As far as I know SL2 Beta2 will support server-side playlists and it's due out relatively soon. But if you really want custom implementation, you could definitely do this by parsing wsx file manually. Haven't seen ready code snippets for this, though.

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Yes I have heard rumors of this aswell.. I'll wait for beta 2.