embedding windows media player

I am building a website on which I will have windows media player on the first page embedded and besides that will be couple of links to play AVI files inside that player and not on a seperate window. I have been looking on the web and could not find a complete working solution along with the code. My AVI will be loaded on the remote server. I would appreciate if soemone could send or reply me a working solution
thanks
Vijay