Embedding video or even just audio into a web page so that it works across all browsers and
operating systems is not a straight forward issue. Currently the best method is probably
Shockwave Flash, as there seems to be no common agreement on what compression type should be
the official one on the internet.
On this page you can test a few common cross-platform video formats, and see if your
browser supports them, and what method should be used for embedding them into the page.
Do NOT do like these methods. Use flash instead.
Using an <embed> Tag
This tag will often just pop up a "missing plugin" field in your browser.