As longhairfish told us here:
viewtopic.php?f=4&t=14892 one problem might be the use of an adblocker. If you use it, you should clearly be able to configure the filters e.g. allowing flash for that video (it's shockwave / .swf) or in general for this site.
The second possible problem might be your browser itself. Chrome doesn't support flash any longer by nature, Firefox sees flash as deprecated and will stop support for it as well. So you need to install an extra add-on for flash.
And maybe longhairfish or somebody else of the mods put this to the FAQ because it's a general issue.