First you have to identify the part of the url which identifies the video in question.
Youtube
http://www.youtube.com/watch?v=_Nhy6_gjCpk&eurl=
You want everything between the ?v= and the following &
[yt=425,350]_Nhy6_gjCpk[/yt]
Google Video
http://video.google.com/videoplay?docid=-207255155270233776&q=the+Average+American
For google you want everythinga between ?docid= and &q
[gv=475,325]-207255155270233776[/gv]
It's generally easier to cut and paste the code from another window into your post. Once you have it put it in the message box
_Nhy6_gjCpk
Highlight it by clicking at the front of it and dragging your mouse over it.
Then press the button for which ever service the video is from on the bar above the edit box.

or

Comedy Central
First you need to get the url of the clip
http://www.comedycentral.com/motherload/?ml_video=85447
Identify the video id number.
http://www.comedycentral.com/motherload/?ml_video=
85447Then in your message click on the

image from the bbc bar above the post edit area.
You will get [comedycentral=340,325][/comedycentral] in the text area.
Add the image id to the center of the text.
[comedycentral=340,325]
85447[/comedycentral]
Finish typing your message and click save.
you should end up with:
or
[comedycentral=340,325]85447[/comedycentral]
Once you submit or preview your post.