Windows media problem

I have been trying to put a couple of video clips on my website, I would like to use windows media files but have had trouble getting them to load at an acceptable speed. I tried using Real Media files, converted using Procoder, These work great. The player appears the instant the link is clicked, and after a few seconds buffering, playback begins. With Windows media files, buffering seems to take forever, strange as the files are much smaller than Real media. The Real media files look slightly better than Windows media, but I dont like to have to give people the option of downloadsing yet another player onto there systems,when they already have Windows media player installed. I have 512 broadband, but as I say this is struggling with the Windows media files. Any ideas would be appreciated.