Mine was done thusly:
Sign up for a site like photobucket.com
Photobucket has several tabs (Photos, Video, etc)
For Video, it lets you browse and upload to their server, just as you would with a photograph.
Photobucket makes it VERY easy to embed...when it's in your gallery, below there are three fields - URL, IMG, and embed. For this site, you need the IMG field.
Simply cut and paste the entire IMG link as it has pre-set the coding for you to place it in your post.
In the body of your post as you type it, it will look something like this:
{IMG}www.photobucket.com/video/RJDaley/WildHorse_Lizard_Chase_09.18.06.mpeg{/IMG}
But the {s would be replaced by [s
(Don't worry too much - photobucket puts them in there for you)
Give it a shot!