I currently am trying something simular, but found the only way is to save the audio into a temp file and give wmp the filename, then remove the temp file when the app closes or when wmp has finished with it.
The only other way i could think of, was to create a network class (using threading) to stream the file to wmp. But this is well too much for a small project, due to the fact that you'll end up with a http web/media server...