This is probably the easiest to use video player I have ever found:
Long Tail Video Player
Follow the instructions that come with the download. You can then use the
wizard to set up the embedded object how you want it.
I would suggest you use the player that plays flv files. You can convert any of your videos to this format.
This convertor may be worth a try.
I hope that helps.
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Nearly a Posting Virtuoso
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since Oct 2005