WMV is a nightmare to embed. One thing that bit me is that all non-IE browsers on Windows get the old version of the Windows Media plug-in, even if they have the latest version of WMP installed. The plugin is unaware of a change made in the way WMP11 handles calculation of the dimensions of the embedded player -- so unless you embed a window exactly the size of the encoded video plus room for the controls, WMP on non-IE browsers will hide the controls in some cases.
I.e., if you're video is natively 1024x768 your embed/object tag must be set to 1024 x 768+H where H is the height of the controls... ugh.
--sstrudeau