They do not play within a web page.
You upload the media file and then link to that file from your web page.
Clicking the link then loads the file in the visitors default media player.
Most sites carry format options to support different players.
But if you only want one format then mpg has the best support.

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David Bartosik - MS MVP
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> How do I place video clips so that they play within a web
> page using Publisher? Is it best to use WMV format? Will
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>
> Tim