I've put this very big movie on a website and tested it in 3 browsers. In each one, there's a problem--either asks me if I want to download it or choose an app to open it with--or a media player opens but takes a long time before there's any movement. I think it's because the file is soo big. Is there anything I can do to get the movie to start playing (at least a bit) before it completely downloads? What are reasonable expectations?

convert to swf, or flv and it will play without open or save dialog boxes

google.com - Video Streaming will tell you how to stream videos. That's what your trying to do