how can i make one of those boxes come up asking to install software using html?

for example, my site has WMV videos on there, and to view them (without downloading the files) they need WMV codecs, but in school they don't have WMV codecs and when you install them via the Media Player when you log off it deletes whatever you installed.

So i was thinking of getting a popup on there incase the PC viewing my site doesn't have WMV codecs

ActiveX is how you'd do it for IE. For others, I don't know.