TCP and UDP

I press the button of guild in windows media player, which will connect internet in the window of player.
i use tool test their TCP and UDP. the result is that the most connections is TCP, there is little conection using UDP. i want to ask what is the TCP use for and UDP use for when conecting internet?
However when i use media player to play online movie and raido. there is only TCP connection, there is no UDP connection. Anyone can tell me why?
i think it is not efficient to use TCP when playing online movie or radio, because it involve frequently connect.

the microsoft would not want the miss any packets.If a packet gets lost on the way from the server to the player, the server just keeps sending data. It is usually better to have some momentary glitch in the audio / video than to stop everything and wait for the missing data to arrive.
Actually, UDP is commonly used for streaming audio / video precisely because it offers speed.
Of course, streaming servers can use TCP, but by default most of them use better protocols like RTSP (Real Time Streaming Protocol) or UDP.
In your case, it might be that the Windows Media server had initially attempted to send data using UDP. For some reason(s) (firewall settings, UDP port closed etc..), it was unable to do so and then used TCP as an alternative :
http://www.microsoft.com/windows/windowsmedia/compare/webservvstreamserv.aspx

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