I believe to do this you need to alter the content type of the file being served which requires a handler of sorts to do this which can then be hidden with an .htaccess. It will use more cpu than letting apache serve the file.
Code:
<?php
header("Content-Type: video/x-ms-wmv");
header('Content-Disposition: attachment; filename="test.wmv"');
$file=fopen("test.wmv","rb");
fpassthru($file);
close($file);
?>
properly wrapped with a mod_rewrite, you could have it automatically parse and hand out files. Let me know and I can come up with something a little closer to what you want.