I found below code here to setup the player in a page.
<object
id="mediaPlayer"
width="340" height="285"
classid="CLSID:22D6F312-B0F6-11D0-94AB-0080C74C7E95"
codebase="http://activex.microsoft.com/activex/controls/mplayer/en/nsmp2inf.cab#Version=5,1,52,701"
standby="Loading Microsoft Windows Media Player components..."
type="application/x-oleobject">
<param name="fileName" value="Bear.wmv"/>
<%--<param name="Defaultframe" value="1" />--%>
<param name="animationatStart" value="true"/>
<param name="transparentatStart" value="true"/>
<param name="autoStart" value="true"/>
<param name="showControls" value="true"/>
<param name="clickToPlay" value="true" ...
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