An easy way for to play video in a new little windows (in Joomla) is the next:
Step 1: Copy the next url:
Step 2: Change the information on "yoursite" (put your site) and put your video file location, and the video file name.
Step 3: Copy all your url.
Go to your editor (in Joomla administrator), write some ting like: "My Video", go to insert link on your editor, go to Popup, activate "Popop java script" button, put the url that you copied on the respective area, next put the widht and height parameters, and insert, and save. Go to your content item and Eureka!!!!
Watch my popup link video on my site: http://www.regidores.com/index.php?option=com_content&task=view&id=1704 [nofollow]
P.D.: This is the images to your insert link in your Joomla editor: