Here's what I ended up with. Seems to work well. It imbeds a 'player' in the page, autoloads the video, then waits for you to click the start button.
<OBJECT ID="MediaPlayer" WIDTH="192" HEIGHT="190" CLASSID="CLSID:22D6F312-B0F6-11D0-94AB-0080C74C7E95"
STANDBY="Loading Windows Media Player components..." TYPE="application/x-oleobject">
<PARAM NAME="FileName" VALUE="video/herman.wmv">
<PARAM name="ShowControls" VALUE="true">
<param name="ShowStatusBar" value="false">
<PARAM name="ShowDisplay" VALUE="false">
<PARAM name="autostart" VALUE="false">
<EMBED TYPE="application/x-mplayer2" SRC="video/herman.wmv" NAME="MediaPlayer"
WIDTH="192" HEIGHT="190" ShowControls="1" ShowStatusBar="0" ShowDisplay="0" autostart="0"> </EMBED>
</OBJECT>
You can check out the result at www.manywatersmission.org (this is not an ad for the website ), at the bottom of the main page. There's a real short little clip there.
Nice thing is, you can put it anywhere on your page, and adjust the size of the screen.