The link you provided uses Flash CS3. You can use Adobe Flash to convert mov files and some other video formats to FLV (Flash Video) and then use Adobe Flash to create the player that will play the video online.
There are also some free programs or demo programs that you can get online that will convert many video formats to FLV. If you are doing this as a professional however I suggest you get Adobe Flash.
You can also play quicktime videos online. There’s a little more info on doing this here:
https://library.creativecow.net/articles/chaffin_abraham/embedding-quicktime-movies.php
Abraham