What you don't say is the format your video files are in, which can be a governing factor.
Obviously RealPlayer and QuickTime will not be entertained by Windows Media Player and, depending on how you have dealt with your files, certain codecs may be required.
Also keep in mind that only broadband users will be able to view your videos in real time. Even small 1mb files take a few mintues to fully download over narrowband, so autolaunching Media Player won't help if all it will play is a few seconds at a time with a pause between snippets while more of the file downloads.
Files can be anything, normally wmv or mpeg1, but i can easily convert most here to whatever i need them to be. (within reason), my thinking was that most people (those that will be looking at my site friends and family) do have media player which will play wmv or mpeg1 as i understand it, however rather than the usual click on a file and download then open in media player i fancied trying to get them to open from site,(most do have broadband) mainly for my own benefit so that hopefully i can learn a few things along the way . Any info you have would be appreciated Thanx