If you would like to show a video from YouTube for instance, the best way is as follows.
There are two ways that seem to work for different video's. Either right click on the video & copy the “Copy video URL at current time”
in the drop down bar or sometimes copy the address bar info. Not sure why it works in different ways for different video's but it does. Some YouYube video's can not be copied!
When you are ready to put it in your post, click on the video link which is one of the small boxes just above the bit where you write your post. That will then open a box, which you paste the link in to.
Job done, easy peazy.