jayharren....
All the suggestions here by apnewbie and max are excellent. Keeping your movies on separate pages (either hidden with an index page or in separate blog entries) is a good idea. Not only will your pages load faster (because only one movie has to load when the page is viewed) but it will also save you bandwidth usage (by only downloading the movies that someone wants to watch....not all of them all the time). If you host on .Mac, then you will have a bi-monthly bandwidth limit of 5gb which is the amount of data that can be moved back and forth. Something to keep in mind.
Once you get comfortable with using iWeb, you might one day venture into doing some minor editing of the HTML pages that iWeb generates. This will open up a lot of different options for you as well. Pertaining to your desire to put movies on your web page, you might eventually decide to put your videos on Google or YouTube or MySpace to share in different ways. By doing some minor HTML editing, it is also possible to show these off-loaded videos through your iWeb pages, again saving you on your bandwidth usage.
Here is an example from one of my pages...
http://web.mac.com/jwtseng/iWeb/kate/video.html