It sounds like there is a problem with the internet explorer activex control. I have not run into these before myself -- what version of IE are you using? I've tried playing around with this a bit more, but unfortunately our options are limited right now. R&D is aware of the issues around WMP 9 & 10, but we have to live with them for now. One other option I could think of would be to create your own activeX control in VB6 that is essentially a wrapper around the WMP10 ActiveX control. I haven't tried this, so I can't guarantee it will work.
The other option would then be to use a different ActiveX DVD player. There are lots of players out there on the web, and I'm sure many of them have ActiveX interfaces. I'm just not sure how much money (if any) they would cost.