Best way to launch video in a webpage

I'm working to figure out a good way to allow people to access videos on my webpage.

They will be somewhat large files.

I have seen pages that use a ".asx" link. Can somebody explain to me how this works or a reference page to learn about it.

OR, if you have a good suggestion on how to distribute video, i'd love to hear it.

Thanks!

.asx is a playlist. You can create one in most media players, such as iTunes, Windows Media Player, Winamp, MusicMatch.