Hi,

You can provide a link to the wmv file which would prompt the user to download/open the video file but in order for it to be view directly on the page, you'll need to use a video player like
http://www.coffeecup.com/video-player/

Here is also a link for how to embed windows media player on a page:
http://www.mioplanet.com/rsc/embed_mediaplayer.htm

but that wouldn't be cross-browser/platform compatible.

Hope that helps!

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Andy Angrick
http://www.cgiscript.net
"Automate Your Website for Less!"