I could not play video assets when their names contained a whitespace. I then checked my server with web browser, and in the HTML source view, links contained whitespaces as well.
According to RFC 1738, URL cannot contain a whitespace. See: http://tools.ietf.org/html/rfc1738
PS3 and web browsers process the URLs and change spaces to %20, but the server should not provide such an URL. This requires client software developers to implement workarounds.