The Plan !!
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Have a cached file source object which implements the IFilterDataSource interface to present the file
on a remote server to the filter as if it was a local file.

Maintain a list of byte offsets in the cache.

Each byte offset is locally stored as it's own file.

Periodically these pieces will be consolidated into larger pieces.

When playing back, if a seek falls into a range which is already cached... start playing in that range.

When ever we are playing the http thread should be looking forward through the list of byte offsets and try to find
holes to plug.

If a seek falls outside the cached range, the http thread starts pulling down from that position, starting a new cache segment.

Should a new segment reach a pointthat is already cahced then the http thread should stop downloading, and
look ahead to where the next "hole" is consolidating the files as it goes.

For now the byte ranges will just be stored in memory and only be persistent for the current session,
 but ideally they will be written out with the url etc, in order to be cached across sessions.