Need simple plugin to embed a video locally

I would really like to just take simple code that is used in HTML to embed a WMV video. However, WordPress does not like it. Am I surprised…..NO! I don’t need anything fancy that will go out and grab videos from YouTube or anything else. Just show the video that I have in a file called video on the About Us page. How simple can that be? I have been trying to find such a plugin and I can’t find anything that is easy to use. Just tweak some code to point to the file but have a player on the page. Can someone point me in the right direction as to how to embed a Windows Media Player or something similar? Thanks.