Help my demo site. It's costing me money!

I have a site that I want to show a lot of video demos on. Currently the streaming files are not working properly on my host’s server. They are terribly slow and stager through. The loading bar does not work like it should. It should pre-load before playing fully. So, I am re-designing the site. I want to open each demo video in a new browser window that has it’s attributes controlled. IE size is small, no scroll bar, no anything except my flash video and red x in the corner to close. how doe I do this in flash.

my site is