Can a .wmv file be placed on a website and played without user having to download the file?

I've got a friend who is looking to place a 30 - 45 minute presentation
that is stored in a windows media player file extenstion (.WMV).  He
would like this placed on a website for users to click and play.  Can
this be down without having to download the file?  He would like it to
just play from inside the website without downloading the file.

 

Any ideas?  Is this possible?

 

Also, if the file has to be converted to a different format, does anyone
know some good software to accomplish this?

 

Thanks,  

 

Shawn

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