Hi hisong1988,
I too am in the process of developing a media based app for Symbian.

I use Phonon and what I found was that you could not directly play a media file such as an mp3 via a URL, but instead you need to create an rtsp stream with that file then set the MediaSource to the rtsp URL.
Something like:
mediaObject->enqueue(Phonon::MediaSource(QUrl(QString("rtsp://URL_TO_YOUR_RTSP_STREAM"))));

Here's some info on RTSP
http://en.wikipedia.org/wiki/Real_Ti...aming_Protocol

I hope that helps.