You cannot put video "banners" in your sig. If you see any sigs that are similar to 'videos,' they are called GIFs and they are only images that move with poor quality.
Anyway, you need to upload your banner to a website, like
www.imageshack.us . Then right-click the image after it's uploaded, get the http:// (URL), then:
[img]http:// url here[/img]