Here is an easy way to post a video inline so other people don't need to click a link and move to another page to see it.

Step 1: Click the "Insert Video" link.

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Step 2:
A box will appear where you enter the video link.

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Step 3:
Enter the videos link and press "OK".

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Step 4:
Finish adding what ever you want to your post and press "Submit" or "Preview Post"

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Voila, you should now see the video in your post.
Like this:

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