If the video doesn't start by automatically click on the play button.

The embed code in the player above calls a Windows Metafile.
In this case our metafile is a playlist having three files.

1 - An cutting exercise from the video course
2 - A look at warehouse operations at a parts outfit
3 - A promo for Sierra Latina

By putting the list of files in the metafile. which is called by the embedded player,
you only make one link in the embed but you get more than one file playing one after the other.
Notice that the "gas gauge" lists the progress for each piece, not for all of them.

Below is the code from the Metafile. Notice it calls two WMV's in the same folder (directory) as the metafile and one WMV on another web site. The metafile itself can be linked to with a regular link. Then, the metafile names the locations of the file(s).

In the metafile:
The links on the same site are relative links.
The links for a file on another web site are absolute links.

 
<asx version="3.0">
   <entry>
      <ref href="Cuts_128kb.wmv" />
   </entry>
   <entry>
      <ref href="http://www.kcdance.com/v_001/actpWarehouse01_128kb.wmv" />
   </entry>
   <entry>
      <ref href="SL_Promo_56kb.wmv" />
   </entry>
</asx>