Can't fast forward in Windows Media Player when source is FTP

Can't fast forward in Windows Media Player when source is FTP

"there's probably a good reason for this, but streaming WMP from an FTP folder disables a few features in wmp. This is probably because of unknown filesize etc.
But could there be a way to avoid this? I have been thinking of some form of a local cache of the files. But that would require one to finish the playback the first time for the cache to be read. Could there be a way of being able to fast forward the first time playback?"