First thing I would do is as the web administrator and host provider your using to tell you which formats are supported by their servers. Once you know the format, such as, Flash, Real, WindowsMedia, etc. that will point you in the direction to start looking at the ways to create, and encode for that format.
Things to know:
Difference between Streaming video and progressive downloads.
Difference between CODEC and File Format.
Ways to embed streaming or progressive players on a webpage.
The list goes on and on.
Look me up if you need more help, alancontino@yahoo.com