You gotta host the videos on some site somewhere. I use www.angelfire.com can host up to 20mb and there is no limit to the size of the file you upload. If you have more than 20mb worth of videos just get another website from the same place. There are some other free hosting sites. Then just post a link to the website were u put the video on.
Did you upload the file onto your webpage? If so all u do is type in your webpage and put the name of the file at the end. The file I have is called 96GT_1.mpg so my site is www.angelfire.com/rings/razor19/images/96GT_1.mpg
Only reason I have the /images is because I put the file in a folder called images on my site. To make it easier on yourself dont worry about making an images folder or putting it in there. Just upload your file type in the webpage and at the last part put /name of your file