If your web hosting company provides Streaming service (mostly Real Server, a few uses Apple's Darwin (QuickTime) Streaming Server), all you need to do is to upload the media file (that can be streamed) to the server. Simply follow the instruction given by your web hosting company.
If your your web hosting company only provides "http streaming" (or "progressive download", some call it "progressive stream"), they don't really provide any streaming service. It's just like downloading a file. (fake streaming)
Make sure you look for real-time streaming. (really streaming)