Placeing a Windows Media Player on a webpage

I hav'nt tried doing this befor so it might be quite easy i simple just dont know. I currently use Flash MX for building Websites and Microsoft Frontpage, I know PHP, HTML, Pearl, VB and a few others. What i wont to do is to build a simple page with 5 links if you were to clicko n these links it would open up a new page with a Media player embbed in it, thus playing the movie clip. How do i with either Flash or Frontpage put a Media player on it.
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use this code in your html page

<object id='player'classid=CLSID:6BF52A52-394A-11D3-B153-00C04F79FAA6"
  standby='Loading Microsoft Windows Media Player components...'
  type='application/x-oleobject' width='355' height='288'>
    <param name='url' value='movie.wmv'>
    <param name='AutoStart' value='true'>
    <param name='uiMode' value='full'>
I couldn't get the above code run in Firefox
this one works for both firefox and IE

<EMBED TYPE="application/x-mplayer2"

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