Overlay tools are ment for DPS output only, PDFs don't support them. You actually can't embedd youTube streams to your PDF with InDesign...
SWF Preview is not very reliable for ckecking interactive features for PDF output, it's ok if you export your document as SWF. There's actually no precice PDF preview in InDesign at all...
On the other hand I wouldn't use PDF files for interactive documents at all because mobile devices have such a poor support for them.
THankyou for your comments. Can you tell me what you would use? i am wanting to create a document that can contain interactivity and videos.
if you want to make interactive documents for both desktop (win/mac) and mobile users, I suggest you to check out HTML5. Bad news is that at this point you probably will need some 3rd party products for getting deasent output from InDesign, something like eDocker CREATE! or in5.
ePUB3 seems to be very interesting option as well but it's not ready yet. It seems tough that Adobe really puts some effort to improve it so I hope we will see good ePUB3 workflow in the future too...
Be aware that for some interactivity like movies you have to have installed Flash beside Acrobat XI or Reader XI.
Only in version 9 and X it was possible to run these films without flash.