TJ try using a different browser that provides native support for videos. Chrome would be a decent option.
If that doesn't help there are two possibilities... one is your hardware is not capable of supporting the video - I highly doubt this, but it's possible.
The second and more likely is that you are running a program which blocks all or some of the scripts required for it to run, or the originating IPs. As an example, Peerblock which is a basic block list program, blocks off A LOT of websites because they are flagged for anti p2p activities. With http blocking enabled, sometimes images won't load, or whole IP segments are blocked off, so sites like cnn.com become completely inaccessible.
Based on what you wrote in some other post earlier, you use firefox and turn of scripts... that would stop the videos from working in a lot of cases.
To make your life simpler, use one browser for clean sites you trust, and another more secure one for sites that you don't.