Thanks for your answer, and I tried the FLV first, but want to use WMV.
I have figured out a way to do it. I make the Embedding file with the WMV file name in it as usual, then save it as an HTML file.
Then I load a simple "a href" file listing the HTML as the file to be referenced. Presto; the screen pops up on a new page, and starts playing almost at once.
So my web site
www.gbs.bz shows only a list of underlined links to each video.
I believe this method could be used with other formats besides WMV files.