isladogs, it could be me but u follwd these instructions from the web page you have given
In Microsoft Word, Excel, and PowerPoint®, you embed the control by selecting Object from the Insert menu, then choosing Windows Media Player from the list of available object types. The Windows Media Player control appears in the document at the current location. You can then select Format Control ( Format Object in Excel) from the shortcut menu for the control to adjust the layout, text wrapping style, and other format options. In Word and Excel, you must be in design mode to do this.
I dont have windows media player in the list.
Not sure if i should click create from file but i dont know what to do.
I dont think i understand about playing files directly within Excel
smiler44