I use Camtasia Studio 4 to make my video tutorials. It has video and the ability to do audio with it.  The files save as .wmv. 

All I do is upload it to my website.  Provide a link with some code that will play the video in its own pop up window in the size that I want it, which is usually 800 x 800 pixels. When the person clicks the link, the video pops up and plays.

What I do seems to work the same in IE and FF.

"It is good to see ourselves as others see us. Try as we may, we are never
able to know ourselves fully as we are, especially the evil side of us.
This we can do only if we are not angry with our critics but will take in good
heart whatever they might have to say." - Ghandi