One of the other issues to deal with is that Media Player 10 does not play nice with firefox. I think I remember someone suggesting going back to Media Player 9 if you are using firefox.

I use MP9 and it works fine in firefox. One other machine here has MP10 and firefox won't play ebmedded wmv files.

You also have to be careful with the wmv file paths if you're embedding in a page. firefox can't follow some path structure, so if the file isn't in the same directory with the page it is embedded in, you have to put the entire path into the object code.