In general I would recommend against inserting movies in your web site. There are two issues involved.
First a visitor to your web site will need the correct software to view the file. The two most common software programs are Quick Time and Media Player. If the visitor does not have the appropriate software then they will not see the movie. In general most visitors will have one of these programs.
The bigger issue is the big issue. In other words, movie files are huge. A ten second clip might be 3 MB. This means the file will take a long time to download. If a visitor has dial up at 56 KBps then the time it would take would be 3000 divided by 56 or 54 seconds. Most visitors will not want to wait that long.
If a visitor has DSL or Cable then the download will be much shorter but might still take 5 to 20 seconds.
With those factors in mind I would generally not include movie files. If you do then prepare the visitor by telling them to be patient while the file downloads.