Hello:  There are a few different formats to stream video, i.e. wmv, rm, mov, swf, etc.  I like Microsoft's Windows Media (wmv) format and flash's swf.  For Windows media you can add a movie by adding a TEXT/HTML module to a page and adding HTLM such as:

<EMBED src=/Portals/1/Media/YourMediaFile.wmv type=video/x-ms-wmv autoplay="true">

Flash is basically the same but you will normally have a couple more files including an xml file and a controller file.

I will normally create a low resolution and low frequency version for dial-up users and a higher frequency version for broadband.  You may want to offer a hyperlnk so that they can download the file and play locally:

<A href="/Portals/1/Media/YourMediaFile.wmv">Description of Media file</A> and even a link to Windows Media Player if you choose.

If you are using large media files you "may" want to consider using Microsoft's media server, but I have not had the need to do this.  Tools to consider for creating or converting your video could range from Nero, to Microsoft's PhotoStory, to TechSmith's Camtasia Studio.

Although this approach works fine and does not require an extra module, you might want to take a look at snowcovered to see what they have for DNN as well as Cathal's site as he lists all the updated free modules on his site.

Hope this helps!

John