custom media players

I need created a media player the will play windows wmv files from a web page. I already have a wmv file on my site, but on some XP computers, the windows media player will not play and asks me where to save the file. I just need the windows player to pop up and play on all windows computers. Also, I may want to customize the skin a bit as well. I will need someone to tell me how to make minor changes to the html if I choose to make the screen larger or smaller. I use Front Page.