hello...
lucky for me, someone just asked me about this last night, and i had pointed them to a few links on how to do it... :-)
you can get into streaming it with an .asx file (which can get complex, but is pretty straightforward), or you can just embed it and let it load and play itself...here's some links on the code needed to do this (and some examples):
http://www.audiovideoweb.com/windowsvideoembedsample.htm
http://www.workz.com/cgi-bin/gt/tpl_page.html,template=1&content=2011&nav1=...
and the microsoft page:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnwmt/html...
hope that helps!
sitruc
