To reliably play video on all browsers, you need to serve up different versions of the video. A Flash version will work in most browsers, but not on the iPhone. At the moment you have a .wmv file, which doesn't run on a lot of browsers. You could either use a standard Flash setup with fallbacks for iPhone, or perhaps go the HTML5 <video> route, as described here:
Or, if that's all too overwhelming, I'd recommend you upload the video to YouTube and than embed the video on your page. YouTube automatically presents the video in a range of formats that make it viewable on all devices. A lot simpler.