Link to your form whree the video is supposed to be shown would help.
Also, what HTML code were you using e.g. <embed>, <object> or <video> (html5). tag? Can you please provide the code you used. (perhaps you didn't close the end tag properly or some other oversight that's easily resolved.
Also where are you placing the video e.g. in a section break or another area (field) in the form?