[videoblogging] How to create a link within a .wmv?

[Bookmarts]

Using QuickTime Pro I now know the html code necessary to create a link to a 
url from within 
a .mov video, but can someone explain how to do the same in a .wmv video? 
I only use macs and have no experience with Windows programs but surely there 
must be a  
means to create this type of link for  WindowsMedia Player. 
Thanks,
Michael