May have to allow pop-ups?
Clicking any of the video-icons at the bottom of the page should cause a smaller pop-up window to appear with the video player, which you then have to click to actually start the video. It is possible you have an overly aggressive pop-up blocker which is not allowing that window to appear. You might try pressing (and holding) the 'shift' key while you click the video-icon. This sometimes overrides the popup blocker.