Windows Media Player Seek Bar

I am using windows media player to play various wmv files.

The files play ok, however the seek bar on the player does not work. The reason for this I think is that files are set to private and are being referenced as system/files/....

Eg seek bar works with this:

<object id="video" type="application/x-oleobject"
classid="CLSID:6BF52A52-394A-11d3-B153-00C04F79FAA6">
  <param name="autoStart" value="false" />
  <param name="url" value="www.mywebsite.com/Movie2_1.wmv" />
  <embed src="Movie2_1.wmv" autostart="false" url="www.mywebsite.com/Movie2_1.wmv"></embed> 
</object>

Seek bar does not work:

<object id="video_538" type="application/x-oleobject"
classid="CLSID:6BF52A52-394A-11d3-B153-00C04F79FAA6">
<param name="autoStart" value="false" />
<param name="url" value="http://www.mywebsite.com/system/files/Movie2_1.wmv" />
<embed src="http://www.mywebsite.com/system/files/Movie2_1.wmv" autostart="false" url="http://www.mywebsite.com/system/files/Movie2_1.wmv"></embed>

Playing exactly the same movie in both cases. My guess is that as the file is being delivered by PHP, it interferes with the seek functionality in some way?

Thanks!