Format for Website Video

[stiletto]

Hi,
What format of Video File should I use to create a Video to put on my website? In the past it looks like I used .wmv but DVD Workshop is not compatible with that file format. When I created the video file (I'm using Ulead Video Editor 7.0) as an MPEG file, I can't create a link to it on my website because the audio and video folders are two separate folders.

Any ideas???
Thanks, Stiletto