Trying to stream videos from cloud storage site but vlc will only play some of them. (If you can help me, I will buy you a pizza!)

So I have cloud storage space. Pretty good deal 50 bucks biannually gets you unlimited up/down and disk space. Problem is, the customer service SUUUUCKS. I just want to know a way to stream my videos and music from it. Most of the movies are mkvs or avi but when i click on the files, it just downloads them instead of streaming it. I wish it would just bring up a program and play as its downloading or even play in the browser. Any ideas? The storage site also allows web hosting if this helps. I have tried using VLC but the videos never load unless they are small in size.