Embedded Code Problem

Hope someone can help a newbie geek-in-training fix this problem. WP continually changes my code and it’s driving me nuts! My first problem was embedding a player from OneTrueMedia.com – here’s the email from their tech people:

I had our engineers go in and look at the code and it looks like the new version of Word Press is stripping out the embed code we provide to our users so they can post video players in their blogs. I’m not sure why they would do this, but you may want to ask them why they decided to strip out embeds in their latest release.

I am also having trouble with WP taking out br/ tags and other such things.

Is there a way to get WP to leave my code alone?