Expression Web 1.0 lacks a wizard interface to allow easy insertion of video files. This feature was present in FrontPage but is not included in Expression Web because it didn't comply with web standards.
This particular solution uses Microsoft Windows Media Player via an activex control:
1. Copy and paste this code inside the body of your webpage.
2. Change "filename.wmv" to the name of your video file
<object type="video/x-ms-wmv" width="200" height="200">
<param name="filename" value ="filename.wmv" />