From Yahoo! Video:
EVERYONE PLEASE MAKE SURE THEIR IMAGE LINKS AND VIDEO LINKS WORK! I wrote a post on URL and image linking the other day that might help. If it's still not working, try the Blogger Help Section.
If you've done all this, followed all the instructions in the videos and help files, and it still doesn't work, please post the issue that you're having in the comments to this post so I can help you figure it out.