Currently Being ModeratedOct 11, 2012 9:23 AM (in response to alainakrk)
Usually this happens when the path to the movie file is not correct or the files isn't uploaded at all.
Also check your movie file names to make sure there are no spaces or special characters in them.
There are better ways to display movies on a website and you can see some here...
To make sure your movie will play in all browsers and on all devices, an HTML5 player with flash fallback is the preferred option...
For mobile devices like iPhone/iPad the movie should be prevented from loading with the page files by using a poster image and setting preload to "none".