How to play a vidoe WITH CONTROLS in VB.Net

I have played .swf file in VB.Net using Shockwave Flash Object. But i need it with controls(mute,volume control.. )

I tried with using Windows MediaPlayer, i can play only .mp3 cannot play .swf or .avi......

plz help me. using VS 2005 , flash 8

thank you

Couldn't you place a web browser control on your form, create the correct document, and use that?

plz give more details cos im a new to these..