If it were me . . .
1. I'd start with a FLV.
2. I'd create a new page in the store directory (in Dreamweaver): New > Page from Template > and select 'Main'
3. Insert my cursor in the editable area, and then insert the FLV:
Insert > Media > FLV >4. Set the parameters:
Progressive Download Video5. Click OK
Browse to your FLV file
Select a skin
Enter sizes for H & W, or click 'Detect Size'
Select (or not) 'Auto play' and/or 'Auto Rewind'
6. Save the page
7. When you save the page, DW will place two files in a 'Scripts' folder:
8. In the Store (root) folder, you will see two new files:
xxxxxxx_Skin_x.swf (whichever skin you selected in step 4)9. Add the page to your menu, however you are doing that.
10. Upload your new page to your store (root) folder, your FLV file, the two new files in the Scripts folder, and the two new .swf files as mentioned in step 8.
A crude example can be seen HERE