When popup ActiveX install notice, please click Yes.
Vista/windows 7 Users need to turn off UAC(User Access Control) to enable ActiveX control How to Turn Off UAC in Vista and the Benefits.
How to use Haihaisoft Universal Player ActiveX control:
Just copy code from here, and replace the URL (Must be full URL with HTTP. Now only it supports WMV, FLV. If you need to support all formats, please install full Haihaisoft Universal Player).