How did you insert the video?
I use a script. The script first displays a preview image and then starts the video when the display image is clicked. An example is available at http://www.rhino3d.com/5/help/Commands/Arc.htm.
The script works fine in every browser except Firefox.
Yeah, I looked at the link myself and also saw it didn't work in FireFox. (FireFox is my default browser of choice.
Sorry, drawing a total blank on what you might consider doing to make it work. One thing I did notice was that it's Flash. And maybe it depends on the Flash Player/Plug In? I know that FireFox and IE implement Flash differently. So it's quite possible that you have different Flash versions installed for each browser. And if one version dislikes the SWF, it would exhibit this behavior.
So one troubleshooting step would be to note the exact version of Flash for each browser. Then see if they are different. (my guess is that they will be) and if so, uninstall Flash in FireFox and install the identical version of the Flash Add In that IE is using.