Embedded WMV / MOV in HTML

Is there any way to freeze frame (pause) an embedded movie on its first frame?

I'd rather not use a graphic and then have the image start the player 'onclick' - that is hokey.

I know I've seen it other places but how did they do it?

Do you mean like on YouTube? There's a play button in the center of the embedded flash player and when you click it it plays?

I never really considered putting them in flash. Is that the only way that I can accomplish what I'm looking for?

Yes. Many browsers don't allow anything to be placed over wmp objects.