How to embed a "multimedia player" into java GUI?

Environment: WIN XP, jdk1.5.0, Flash 8, ...

I need to embed a "multimedia player" into java GUI. It shall be able
to:
1) Call other programs or java class to play multimedia contents (i.e,
1. play .avi video 2. play .swf Flash 3. play .wav audio 4 display .jpg
& .gif image 5. run .exe file

(by OpenGL) to display 3D graphics 6. run java class (by java 3D) file
to display 3D graphics)
2) The contents must be displayed in a java GUI container (i.e, JPanel
or any other container)
I searched the Internet and noticed I might use
Runtime.getRuntime().exec(),
http://java.sun.com/developer/JDCTechTips/2003/tt0304.html

This approach can surely satisfy requirement 1), but I am thinking that
the requirement 2) is very hard to satisfy.
For instance, I can call Windows Media Player to play an .avi video, or
call Flash Player to play an .swf file.
However, how can I embed the Windows Media Player or Flash Player into
any java GUI container?
Windows will pop out an new window and I can not embed the new window
into a Java GUI container!

Any advice or suggestion will be highly appreciated.
Thanks in advance.
TW