Blink,
Let me give you some info...
I have gone through what you are going through...
First of all, what has been said above is correct.
You do need to have a copy of your .wmv files in the .exe folder.
But, here is an important concern as to file size and resourcing...
Make sure that copy of your .wmv files are also not packed into your .wrs folder.... If they did, your final folder size is larger than is should be...
This has caused questions for me in the past.
Sometimes, I don't know how, but even if the .wmv files are not in the project folder, the resource procedure somehow finds a copy and still includes it into the .wrs folder...
After the resourcing procedure, review the list of resourced files and make sure copies of your .wmv files didn't get resourced too...
Just remove the .wmv files from your project folder. Then resource and you will get a warning message that the process can't find your .wmv files. Answer that it is ok...
Finish resourcing and ckeck the list...
Add copies of your .wmv's into your final project folder... Then run...
G'd luck...