sending MMS from PC app

I am looking for a simple way of transferring an MMS file from a PC
app to a user's phone. I figure that the simplest way is for the app
to upload the file to a web server and then the user can enter the URL
into their phone and download it.

Is this going to work? Will most phones simply recognise a download
URL extension of .mms as an MMS message and display it appropriately?
Or is it necessary to send the MMS the normal way via an MMSC? Or do I
need a WAP push message rather than the user manually entering the
URL?

Is a direct connection between the PC and mobile going to work any
better? This is less preferable as the user must then have such a
connection.

thanks