Are there softwares or scripts that I could use to embed an audio or video file in a page aside from the traditional method? Like instead of using your default media player, a different interface would load? I have no idea what you call those or how to describe it but I hope you get what I'm saying. Haha. I'll find a site that employs such thing...

For audio, you can do this with flash mp3 players/jukeboxes (like myspace) - for videos, again with flash but the video should be encoded in flv I believe (like youtube).

theres a lot of "skins", if you like, for WMP, so u can have something in windows media player that looks different. havn't got a clue where from, you'll have to research it.

also, real player makes you embed seperate bits for the video, and for controls, and ive seen javascript based alternatives for the controls.... eg, html image with onclick="PLAY_real" or w/e (i made the code up, is not real)
but again, i dont know, you'll have to google it.

theirs a script floating around the web which is styled on youtube i cant rember what it is called. google youtube clone and you should find it.
if you cant i have it and ill email it to you if you pm me.