streaming music under linux

Hi all, this is more a theory question than anything else. Under windows if I play music over my little home network with winamp it seems to play the file from the pc the file is located on. Under linux (Suse 7.3/ kde 3.03) doing the same thing with either xmms or noatun it copies the file first to a local location, and then plays the file. This seems to apply whether I use samba to access the other pc, or use http (as the files are also served up by apache). This of course will mean that I clog up my hdd instead of keeping all of the music in the one location. Anyways, the question is, why? And the follow on is, is there a solution?, or an app that will play them as streaming? cheers, Bruce