You best bet is to use the following code as a starting point.
CODE
<HTML>
<HEAD>
<TITLE>Embedded Windows Media Player 6.4 Control</TITLE>
</HEAD>
<BODY>
<OBJECT ID="MediaPlayer" WIDTH=320 HEIGHT=240
CLASSID="CLSID:22D6f312-B0F6-11D0-94AB-0080C74C7E95"
STANDBY="Loading Windows Media Player components..."
TYPE="application/x-oleobject"
CODEBASE="http://activex.microsoft.com/activex/controls/mplayer/en/nsmp2inf.cab#Version=6,4,7,1112">
<PARAM name="autoStart" value="True">
<PARAM name="filename" value="http://WebServer/MyFile.wvx">
<EMBED TYPE="application/x-mplayer2"
SRC="http://WebServer/MyFile.wvx"
NAME="MediaPlayer"
WIDTH=320
HEIGHT=240>
</EMBED>
</OBJECT>
</BODY>
</HTML>
This will add a media player control to your page and allow for the file to stream when the page is being viewed only. If you dont want the file to autostream change the <PARAM name="autostart" value="True"> to "False"