Attached to this post I've included a HTML file (inside the zip) that I use all of the time to see what events the player is throwing.  I've used it to see if there are scripts in a customer's video, to see how many times my player rebuffers in a particular time period, to see what errors are being thrown, etc.  It's something that anyone that works with Windows Media streaming should have.  <Credit for it's creation goes to my friend Rob.>