Hello Tereza,

This issue is related to settings on your web server.  You will have to consult with your web host and ask them to set the correct MIME types in order to invoke streaming of WMV files, as opposed to downloading.  This article explains in detail:

https://support.microsoft.com/en-us/kb/288102

However, I strongly recommend that you convert the video file to MP4 format, instead of WMV.  Even once the web server has been set correctly for WMV, the end user's browser may still be lacking plugins or may have its own MIME type misconfiguration.

Converting the video file to MP4 format will ensure maximum compatibility:

http://help.websitex5.com/en/v11/evo/index.html?ogg_video.htm

Kind regards,

Paul