I have found something that Actually works in both FireFox and IE, on Elizabeth Castro's site (thanks to the link on this site) - I have tried all other versions here, but could not make them work in both the browsers
<object classid="CLSID:6BF52A52-394A-11d3-B153-00C04F79FAA6"
id="player" width="320" height="260">
<param name="url"
value="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv" />
<param name="src"
value="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv" />
<param name="showcontrols" value="true" />
<param name="autostart" value="true" />
<!--[if !IE]>-->
<object type="video/x-ms-wmv"
data="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv"
width="320" height="260">
<param name="src"
value="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv" />
<param name="autostart" value="true" />
<param name="controller" value="true" />
</object>
<!--<![endif]-->
</object>
Check her site out: http://www.alistapart.com/articles/byebyeembed/ and the version with the classid in the initial object tag