Sure, it is just an object tag in your HTML.
<OBJECT ID="MediaPlayer" WIDTH="220" HEIGHT="220"
CLASSID="CLSID:22D6F312-B0F6-11D0-94AB-0080C74C7E95" STANDBY="Loading Windows
Media Player components..." TYPE="application/x-oleobject" VIEWASTEXT>
<PARAM NAME="FileName" VALUE="mms://url to your file">
<PARAM name="autostart" VALUE="false">
<PARAM name="ShowControls" VALUE="true">
<param name="ShowStatusBar" value="true">
<PARAM name="ShowDisplay" VALUE="false">
<EMBED TYPE="application/x-mplayer2" SRC="mms://url to your file"
NAME="MediaPlayer" WIDTH="220" HEIGHT="220"> </EMBED>
</OBJECT>
There are quite a few more parameters that can be used to set the behavior
of the object. You can do a search on embedding windows media player in an
ASP.NET page and you can get lots of references.
If your interested, I solved my problem by setting up windows media services
on my web server. My solution was to use streaming video, instead of just
having it download to the local browser. It was fairly easy to set up. Here
is the URL to the page I used to set up the streaming.
http://www.devsource.com/article2/0,1759,1772060,00.asp
Good Luck!