That is a loaded question, and one with a not so clear answer.
Basically, the answer is YES, but... If they are running a Mac OS.X, then they can install the lastest Media Player from Microsoft. If they are running an older version, they can load one of the older media players.
BUT, the problem lies in how you present the movie to the end-user. If you embed it inside a webpage, then you are asking for trouble. Most Mac's won't see the video. You will have to LINK to it, so it opens up in their own media player.
So, if you have ALOT of mac viewers, chances are moving to WMV will cause some frustration for them, and you.
For my website I have always put a Windows Media AND a Quicktime version of all the video files just to make sure that everyone will be able to play them.
I have found that when rendering from Vegas (4 or 5) the QT movies aren't "self-contained" and thus do not stream progressively from a web server. I need to open it up in QT PRO and RESAVE as "Self Contained" (which is a few seconds to save, it doesn't reencode). But it is an extra step.
Do you have this same problem? Do you know a solution?