Auto-play and loading are not the same.
QuickTime movies always load.
But you have to check Auto-play to play them while loading.
The info on the linked page is 100% nonsense and a waste of time too.
Update :
Here's a page made with the Save for Web/Export for Web with QT 7/QT X :
http://www.wyodor.net/Tutorials/FloatingObjects/
QT 7 and QT X have different ways of doing it, but the output is the same.
The movie doesn't load and only loads and plays when you click the button in the center.
Follow the instructions in the ReadMe.html when you have exported to Web with QuickTime.
Then use the sample page of the link above to paste the code provided in the ReadMe file QT create. Replacing the code in my page.
Use the <iframe> HTML element to display the movie in a iWeb page with the HTML Snippet.
Here's a page that explains how to do it .
http://www.wyodor.net/iWebBlogTest/Wyodor_1/archives/2009/05/entry_35.html
It works with all kind of movies of all flavours.
You may have to practice.