1. You should upload your video to Youtube first, as Geoffrey suggested.
2. You will get an identification code for this video, what You can find in the upper right corner of the Youtube screen in a text-box named "URL", something like the following: http://www.youtube.com/watch?v=fAGkmFQRzII
3. cut this, and paste to the "home page link" text box in Your User CP.
--->> You will have a video (link) in your profile...