do you want to play then in page or in windows media player?
Stream or download
I use windows media services to stream media and play in wmp, comes with
windows server 2003 easy to use, also comes with 2000 but its not so good.
You will also need to lean a little about asx files, but that's simple
if you down have wms you can download windows expression media encode for
free, you can convert to progressive download and play in a silverlight
control, or flash but I know nothing about flash. silverlight comes with a
pre-made media player you can make your own or format one to your tastes.