When you click on a Web page link that opens a stand-alone player, the browser actually hands off the metafile to the player. After that, the browser has nothing to do with the process. Embedded players work slightly differently. They have all the functionality of stand-alone players but are controlled, to some extent, by the browser.
Browsers communicate with embedded players in one of two ways — either by using the Netscape plug-in architecture or by using the Microsoft ActiveX control. Unsurprisingly, Netscape Navigator provides no support for ActiveX, and Internet Explorer no longer supports the Netscape plug-in.
The RealSystem and QuickTime provide support for both embedding technologies, while Windows Media only supports the Active X control.
My suggestion: use quicktime, as realmedia exploits its workforce and it a plague on humanity, IMHO.