If you would like to embed the video in the page then you must use the <embed> tag example:
CODE
<embed SRC=http://www.yourhost.com/folders/media_to_play.wmv WIDTH=int HEIGHT=int AUTOPLAY=boolean CONTROLLER=boolean LOOP=boolean >
This can be used by any form of media that is supported by WMP... I think code is from another website go to:
w3schools to learn more about this.