AFAIK one can't a listing from the mms server itself. however it is sometimes possible to get this info from an xml file, txt file or maybe by working around a search function of the http web-site, but usually this information is hidden and one have to rummage for it manually for each web-site.

LyFox and GAMV application are a good example of getting lists of files from Yahoo Music and AOL music servers. How the heck did the developer find this info stays unclear to me.