Click post reply button as normal. Then, in your reply, hit the button with thelittle globe and paperclip thing on it (Insert Hyperlink). Then type in/paste the website address or whatever words you want to appear for the link, hit ok, then type in/paste in the link. Hit ok. DONE!!!!
Wait a second. The above info is only good if the video clip is linked to some website. Otherwise you'll have to host the videoclip and finding a server that will let you use a lot of bandwidth could be tricky.... good luck