.wmv is a supported format as in https://confluence.atlassian.com/display/AOD/Embedding+Multimedia+Content. Hence, you could try different browsers as suggested by Selcuk. You could also clear old cache/history and verify your settings.
Hope that helps.
Do you use templates with Confluence? Take part in a remote 1-hr workshop. You'll receive USD $100 for your time! We're looking for people to participate in a remote 1-hr workshop...
Connect with like-minded Atlassian users at free events near you!Find a group
Connect with like-minded Atlassian users at free events near you!
Unfortunately there are no AUG chapters near you at the moment.Start an AUG
You're one step closer to meeting fellow Atlassian users at your local meet up. Learn more about AUGs