KIO is the gvfs equivalent for kde.
If you right-click the file in dolphin > open with... > Dragon Player, then the file will stream. This also works in Kaffeine (another KDE player).
Alternatively, if you would like to mount the remote shares transparently so that you can view videos in vlc, smplayer etc., you need to install smb4k.
Code:
sudo apt-get install smb4k
Then run smb4k, browse to the folder you want and click it. It's now mounted and visible in the 'Mounted Shares' tab in smb4k, or in ~/smb4k/
I agree, this could be easier and hopefully it'll be incorporated into dolphin eventually.
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