BSPlayer doesn't have a function to play the files directly from the Internet. But if you have a browser like Firefox, you can configure it that each time you download a movie or a video in AVI, MPEG, MP4, etc., format to open it directly with BsPlayer.
Another way is to make the BsPlayer as the default media player. To do this, go to Start and type in the search bar "file associations" then launch the configuration window and assign BsPlayer for MP4, AVi, FLV, etc, and each time you double click a media file, it will open with BsPlayer.