All of the above is good and well, but what if they are not using IE?
That object will not even show up in FF.
A simple approach is to use an object for IE and an object for FF (this one 'inside' the IE object declaration).
When IE loads the page, it will try and get the first object, and if it fails will try and get the second. FF works the same. It will fail to load the first object, but then load the second.
Your approach is far too simple, and wrong.
You don't need a different page for each move, you simply store the movie name and it's location in an array, or in a SELECT drop down, and then when they want to change movie, you stop the currently playing one, change the url of the object and play it.
The methods you use to play depend on the version you use of media player.
6.4 uses OBJECT.play() and OBJECT.stop(), whereas newer versions use OBJECT.controls.play() and OBJECT.controls.stop();
Another pitfall to watch for is the different ways to load a movie depending on the browser.
Hope this helps.