It has nothing to do with the file itself.
Most likely it has to do with the way the file is embedded on your site.
You don't say how you're getting it onto your web site -- whether it's a YouTube-like site or if you're coding your own HTML. But apparently it's loading up as a link rather than a media clip.
Without knowing more about how you're getting the file up there and how you're embedding it in your web page, it's hard to offer more advice than that.
I see you've edited your post to include your HTML coding. Hopefully someone who knows HTML will be able to guide you.
It's my own website which is why I posted 3 samples of html code for linking to it.
As far as how it's getting there, I'm uploading the files with ftp.
You need to embed a player for the file. This will differ by the file type that you choose. I'd probably go with a Flash player, but you have other choices.
I'd post your request for the exact instructions, and HTML code needed, plus tips on optimization to the Muvipix "Community," probably under the "Water Cooler" sub-forum. The Webmaster there, Ron, is an expert in embedded players, as are several other subscribers. I'll bet that you'll get the exact code, with all sorts of useful tweaks, in no time. If Ron suggests another file type and player, listen to him, and not to me. I just deliver the streaming AV files in the exact format that my client asks for. They have their Webmaster use them in their particular page design. My job ends, before your's, now, begins.