What type of publishing point are you using? Make sure that on-demand
publishing point is used. Another solution is to make the playlist - loop it
infinitely and use a broadcast publishing point. But in this case the
content will not be steamed from the beginning.

Regards,
Vladimir V. Polischuk
www.voynex.com - custom software development,
solutions for Windows Media (pay-per-minute billing,
streaming content protection, access control)