well, i can't see them because I don't have windows media player. perhaps you'd get more "playability" in general if you use (admitadly, somewhat larger) mpeg files.
EDIT: I tell a lie, I am watching the panda video right now; but only by downloading it first. The link seems to be valid, but try this out: http://cit.ucsf.edu/embedmedia/step1.php for generating embed code for WMV files... You usually embed the actual Windows Media Player object and give it a file to view... The <EMBED> tag is quite old and has been replaced in modern HTML with the <OBJECT> tag.
otherwise, they should work if the user has WMP and the browser plugin installed, and if there is a WMV file in the location your markup indicates it to be in.