you are linking straight to the video file - that means the video will only play in browsers that recognise the video filetype natively, those that dont will simply download the file.
as said, use html5 video tag or swf object (i.e. a flash player).
html5 video
2 video filetypes here
<video width="320" height="240" controls>
<source src="movie.mp4" type="video/mp4">
<source src="movie.ogg" type="video/ogg">
Your browser does not support the video tag.
</video>
flash video
<h1>Flash Video Example</h1>
<object classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000" width="320" height="280">
<param name="movie" value="video.swf" />
<!--[if !IE]>-->
<object type="application/x-shockwave-flash" data="video.swf" width="320" height="280">
<!--<![endif]-->
<param name="quality" value="high" />
<param name="wmode" value="window" />
<!-- important: wmode must be set to window for screen readers to see the object
and for keyboard navigation to work correctly -->
<div class="object-content">
<p>Please install or enable <a href="http://get.adobe.com/flashplayer/">Adobe Flash Player</a> to view this content.</p>
</div>
<!--[if !IE]>-->
</object>
<!--<![endif]-->
</object>
i conveniently ripped these off places on tweb.