[Plugin: TinyMCE Advanced] can't embed video

I’m having a problem embedding video. When I embed a WMV and use the Windows Media option in the dialog box, I get a message in Firefox that a plugin is missing and I haven’t been able to install it, nor can I find it listed in Firefox’s add-ons.

Can I embed an MP4? Which option do I choose in the dialog box?

http://wordpress.org/extend/plugins/tinymce-advanced/