Pulling downloads from other server

Hello,

I am using OC breed between 1.4.7 /1.4.8 and was wondering what's most common solution to pull downloads from different url than original download/ folder?

The General idea is to add data as product in OC which is hosted let's say on
http://www.mysite.com/download/file.mp4 OR as server requests /home/public_html/download/file.mp4

and force to change destination of file to download to let's say

http://mysite.myotherdomain.com/download/file.mp4 which is equivalent to http://myotherdomain.com/mysite/download/file.mp4

Any sugestions gentelmans? Does that involve .htaccess Mod Rewrite or there is other solution to accomplish it?

Thank you very much in advance for your ideas!

there is no current way to do that.