I would like to thank Chandu Thota for this code. THis is a common scenario where you want to point to an external video. Chandu wrote the following IFRAMed code that does that:
src=http://download.microsoft.com/download/0/e/0/0e0e3638-5d4f-4b05-9c38-e371ddf42429/WPFE_Joe_Stegman_Ch9.wmv>
Nice.