It depends on what video player software YOU have installed on your computer, for the browser to start up the correct one. For example, one of my videos I've created as a RealVideo file, so the "filename.rm" of the file would auto start RealPlayer to display the video.
In the area of your site, where the video would be shown, you will see YOUR default RM file player, such as REALPLAYER.
Another video I've created, a bit larger than most others at 15 megs, is a .mov quicktime format video, and since I've got quicktime installed and set as the default player for .mov files, I'll see the QUICKTIME video player controls in the bottom border area of the video window of the browser.
Yet other video files, such as the .mpg or .avi movie files, are set to autoplay on my computer by either Windows Media Player or WinAmp. Again, the bottom border of the video window will have the player controls.
In other words, it depends on what default player you have for the various types of video file extensions, as to what see player controls you'll see.
Normally, you'll see a '>' play button, a '' stop button, and then the play bar which shows how far along the video you are viewing.
Another possibility is to use the Wimpy A/V player, available from http://www.wimpyplayer.com for a nominal fee...and then you'll be using flash to show your work, be it audio or video. You'll have to convert your media file to FLV format, but this flash method offers much better control and streaming than some other methods.
If you need more help, let me know. I can provide some screen captures showing the control buttons that automatically show.