MediaPlayer.setDataSource() and prepare() not working - android

I'm having a crack at using the MediaPlayer object and not having much success. If I add a sound asset to my raw folder and call it using the int value within R, it works fine. But I want to be able to pull things off of url.

According to all of the documentation I've read setDataSource() should accept a string param with a url to a file.

I keep getting an IO exception on the prepare() statement. I've even tried copying the file locally and still no dice.

Anyone have any ideas?

MediaPlayer mp = new MediaPlayer();
try {
        mp.setDataSource("http://www.urltofile.com/file.mp3");
        mp.prepare();
        mp.start();
    } catch (IllegalArgumentException e) {
        e.printStackTrace();
    } catch (IllegalStateException e) {
        e.printStackTrace();
    } catch (IOException e) {
        e.printStackTrace();
    }