All Windows XP machines can play WMV7 and MPEG1 (VCD) formats: i.e. the
codec is pre-installed. So saving your video using that codec would allow it
to be run universally on XP machines.
To save movie in WMV7 format, use menu File -> "Save MOVIE As" or press key
Ctrl-P or use the "Save to my computer" under "Finish Movie" step on the
left hand task bar. In the Save Movie wizard, first screen allows you to
select a name for the saved movie and the next screen is "Movie Settings".
Click on "Show more options..." and you will have all the different options
to select. Select "Video for Pocket PC (full screen...)" from the drop down
box and complete the remaining steps.
But it would be easier to just provide the latest codecs pack with the CD as
suggested by David Candy.
Otherwise provide the "Media Player Classic" which is 1.4Mb single
executable file and runs most video formats out of the box.
http://sourceforge.net/projects/guliverkli/
Another suggestion would be to provide the movie in multiple formats on the
same CD. but that may be over the top.