Most streaming video (e.g. Youtube) are actually flash video, you would need to convert your avi, mpeg files into FLV file format first, then use a flash player to play it online. You can try this Flash video player software (
http://video.a4desk.com) which automatically converts your video and allow you to choose a few video player designs. However, you need to keep in mind video uses a lot more bandwidth than images, so you need to ensure your hosting plan supports that and if you need to change your hosting plan to support that.