I take it you mean you want to link your video, and have it show as a large thumbnail in your post?
I would try comparing the text in the link, between a video you are able to embed, like the examples here from YouTube, and the one you want to embed but which isn't working. Maybe there is a difference in syntax between the two strings of text, and one has what FSM's page is looking for.
Beyond that, I'd check at the source website, and doublecheck the links that they may generate, that is, do they show a link and note that it's for embedding, for presenting a thumbnail, etc.