I have had the same issue with an embedded mp3 QT sound.
I uncheck Autoplay, but when I preview the page, the sound starts playing.
And then when I check the Advanced status of the link, Autoplay is checked again.
The only way I have gotten the sound not to Autoplay is to NOT preview the page. Just publish immediately after setting the sound.
That seems to work.
But any corrections on the page mean I have to reimport the embedded media.