Internet Explorer forces you to “Click to activate and use this control” when encountering items such as Flash, Java Applets, Media Players and other objects.
There are a number of ways to fix this issue, Google it. But if you’re lazy and want an answer here and now, you’re in luck.
You will need to download 2 JavaScript files (linked below) and slightly modify the object tag (<object>) as shown below.
The JavaScript
Download these 2 files and link to them in the head (<head>) of your document.
The HTML
Add code similar to this between the body (<body>) of your document.
<script type="text/javascript">
AC_AX_RunContent('classid', 'clsid:6BF52A52-394A-11D3-B153-00C04F79FAA6', 'id', 'WMP', 'standby', 'Loading...', 'height','322', 'width', '448', 'type', 'application/x-mplayer2', 'pluginspage', 'http://www.microsoft.com/Windows/MediaPlayer/', 'src', 'themovie.wmv', 'showcontrols', '1', 'name', 'WMP1', 'uimode', 'full', 'url', 'http://www.domain.com/movie.wmv');
</script>
<noscript>
<object classid="clsid:6BF52A52-394A-11D3-B153-00C04F79FAA6" id="WMP" standby="Loading..." height="322" width="448">
<param name="Name" value="WMP1" />
<param name="ShowControls" value="1" />
<param name="uiMode" value="full" />
<param name="URL" value="themovie.wmv" />
<embed type="application/x-mplayer2" pluginspage = "http://www.microsoft.com/Windows/MediaPlayer/" width="448" height="322" src="themovie.wmv" mce_src="themovie.wmv" showcontrols="1">
</embed>
</object>
</noscript>