No idea. Did you try other browsers?  It might just be a privacy setting in your browser as it might be preventing the embed code from functioning properly.  Works fine for me in IE and FF, but IE may need to you to approve the control to work on the page.

Hmm.. that's odd.  Here's a list of videos with links.  Hopefully this works.

Create a sales page minisite
Creating your first squeeze page
Customizing feature area content
Customizing your Squeeze Page Content
How to use FlexSqueeze Skins
Installing FlexSqueeze Theme in WordPress
Upgrading Flexibility2 to FlexSqueeze