Help with streaming video issues

[joyforlife36]

I am not sure if this is the right forum category to bring this up. That's how clueless I am. I am trying to figure out how to include streaming video within the body of a web page, similar to this site:

http://www.eaglevideo.com/wmv/aro.htm

Can someone either direct me to a tutorial, or talk to me like I am an idiot and tell me how to accomplish this, including any hosting/server issues, etc?

Thanks in advance
Liz