WMV - plays fine though the LMS but not via HTML

Hi-

I've published a course for our LMS and for the net.  The course has several WMV files included set to play automatically.  The course plays fine through the LMS however the videos do not play when published to our website.  Is there something I need to do I may not be aware of to get the videos to play via the web?

Thanks in advance for any light you can shed on this.

Sherrie