This could look the same as if you were to embed a video in a website.
It embeds WMP into a gui, This is beta.
the example should help a lot
Let me know what you think
Thanks
UPDATED ON 09/06/07 WITH MORE FUNCTIONS
#include <GUIConstants.au3>
#include <wmp.au3>
Opt("GUIOnEventMode", 1)
$Form1 = GUICreate("AForm1", 518, 439, 192, 125)
GUISetOnEvent($GUI_EVENT_CLOSE, "quit")
$wmp = _wmpcreate(1, 8, 8, 425, 425);creates object
_wmpvalue( $wmp, "nocontrols" );hides controls