Since the launch of the BlackBerry Developers Blog I have been watching it rather carefully just to see how much useful information was going to be relayed through the site. Much to my surprise, the bloggers over there have covered quite a bit of ground work so far. Now mind you, not everyone will understand what exactly is being said there (it's geared toward developers - not BlackBerry smartphone end-users) as it does involve the need for basic understanding of application development but for those it's directed at -- the information has been great so far.
One thing that was a major component of the 4.6 OS release and onward was the ability to have media such as audio and videos play directly in the browser as opposed to having to open the media player itself to view or listen to said files. As explained on the developers blog and more commonly known as inline streaming:
The most common method is to provide a link to the audio or video content that allows the user to download the file and play it back using the BlackBerry® Media Player. This requires the user to wait for the content to download (at least partially when using progressive download) and launching a new application. However, embedding audio or video playback within the browser session itself is a much better technique and provides a more seamless user experience.
This method of course is not the best for stated reasons and the article on the developer blog shows website owners and developers exactly what is needed to be done in order get your media files to play directly in the web browser itself. If you own a website or are designing a website that is specifically built for BlackBerry usage -- you may want check this out as it could help you in the long run with your media options and your site visitors.