You probably won't come across this issue, because servers rarely use SMB to distribute web content on the open Internet. However, sometimes a school or other organization might store media files on a Windows server for local access (LAN/WAN), and then give out links that look like this:
smb://servername/example_movie.mov
If you are the administrator of such a LAN/WAN configuration, consider serving content via both SMB and HTTP services. When you intend the content for web-savvy Macintosh applications, provide an HTTP link.