How do I drag a file out of Swing to Windows

I have an application which has BLOBs stored in a DB. From either Windows or Linux I can drag a file and drop it into my application and store it in the DB.
I have also enabled a JTable to act as a Drag source, and I by encoding the result as a uri-list I can send back a reference to the data as a URL pointing to the internal web server in my app (using the new internal server in Java-6) and I can drag the object onto a KDE folder, or a KDE media player, or Konqueror and it works as expected.
But under Windows only IE (or I presume Firefox but I have not tried that) seems to want to accept this uri-list, Windows Media Player and file Folders do not want to accept it.
I need to stream the data out as the files are quite large and so creating a temporary file as the drag starts slows the start of the drag down in a very non-intuative way (for the user).
I am using the Java-6 D&D mechanisms, using a TransferHandler.
I also tried sending the data out as a file:// entry in the uri-list, but again only explorer seemed to understand it.
Looking at the tutorial on D&D it only talks about object drags, where the object is the content rather than transfering files.
Thanks for any help
David

That works if all the data is available as a file at the point where you start the drag.
In my case it is not, I have got to go get it from the database, and that can take up to 30 seconds.
So I want to do that bit when the drop happens (which users are used to as for instance when they copy a large file in Windows at the moment), not when the drag starts (which is very difficult to provide any visual feedback for).

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