Media on pages = invalid page!

I have media (flash, 3gp video, windows media player) on some of the pages on my website. When I try and validate these pages using the W3C Markup Validation Service, I get all sorts of errors I do not understand.

Example (http://validator.w3.org/check?uri=http%3A%2F%2Fwww.curquhart.co.uk%2Fmedia.html&charset=%28detect+automatically%29&doctype=Inline)

Please help.

Embed was never valid.
<object type="video/x-ms-wmv" data="http://www.curquhart.co.uk/media/sound/machine_gun.wav" width="150" height="50">
<param name="src" value="http://www.curquhart.co.uk/media/sound/machine_gun.wav">
<param name="controller" value="true">
<param name="uiMode" value="full">
<param name="autoStart" value="1">
<param name="playCount" value="9999">
<param name="ShowStatusBar" value="1">
</object>