Yes.  The photos are a flash movie embeded from flickr.com

For video... use the various sites "embed" options... they will provide you for a link to the video which could be used externally.  It might be label as post this to your blog/myspace/friendster/etc page.  Each site is a little different in what they call it.

Once I have that info, I dress it up a little by placing it in a table in my blog post, but you can experiment with what works best for you.

The photos are different... that's a flash movie which is created by flickr.  If you want to know how to do that, I can provide you with link to the sites needed.  Flickr does not automatically produce the code, but they do allow for its use.

I don't mind sharing, so that others can benefit.  For flash photo movies, like you've cited, the pictures need to be housed on www.flickr.com.  You'll need to know your id, the id of the group you want to use or the tags for the photos before securing the embed code.

Step 1: ID...  You can find the id of a user or group at the following page....
http://idgettr.com/

Step 2: HTML code... Fill out the form on this page with the ID from Step 1 to obtain the html code.
http://www.lazyi.net/flickr-slideshow-html/

Step 3: Insert code into your DNN site using the blog's "HTML" option or DNN's "Text/HTML" module.

Step 4. Enjoy or enhance... this page will provide you with additional tips for enhancing the output.
http://paulstamatiou.com/2005/11/19/how-to-quickie-embedded-flickr-slideshows/

Examples of pages include:

http://www.1st5ive.com/Blog/tabid/73/EntryID/9/Default.aspx
http://www.1st5ive.com/Blog/tabid/73/EntryID/2/Default.aspx
http://www.1st5ive.com/Blog/tabid/73/EntryID/11/Default.aspx
http://www.1st5ive.com/Gallery/PhotoGallery/PhotosHarleyDavidsonOwners/tabid/255/Default.aspx
http://www.1st5ive.com/Gallery/PhotoGallery/PhotosRoadTrip/tabid/257/Default.aspx
http://www.1st5ive.com/Gallery/PhotoGallery/PhotosMotorcycleTouring/tabid/262/Default.aspx

Enjoy!