I would like to use media player and when you click on a link it opens a new window with a player in it. You also can't rightclick to download the link either. Is this possible, simply? An example site is FileCabi.net

This is what I have so far...

<object type="video/x-ms-wmv"
data="http://www.sarahsnotecards.com/catalunyalive/ »
fishstore.wmv"
width="320" height="260">
<param name="src"
value="my video i want to play.mpeg" />
<param name="autostart" value="true" />
<param name="controller" value="true" />
</object>

However, it leaves an open blank window on my page and what I want is for a page full of multiple links (to videos) that will open this player in a seperate page of smaller size.

You have to link to another page with the video, not directly to the video. See http://www.htmlhelp.com/faq/html/links.html#new-window and http://www.htmlhelp.com/faq/html/links.html#window-specify .

Why not? You could have a poster movie that loads a frame and then plays the video on command. I don't know about wmv but a reasonable player architecture would allow this.

EDIT
Well now that I've read the OP I think i sidetracked the question.

So you make a regular link to a new page that then has your object tag inside of that.