The "proper" way is to add a black fade at the start and end of the video.
This is not difficult and you can use movie maker 2 which you probably
already have (its part of XP)

If you don't wat this try:
Insert the vid to play automatically
Add an entrance > appear animation to the vid
Drag this animation above the after previous "play" action
Now just add a black box over the video

In video options set don't show when not playing, you will only see the
black box when it isn't playing. (The vid will play in front of the box
always)