Blow by blow instructions. I`m not trying to treat you like an idiot, I`m not sure how PC Savvy you are, so I`ve layed it out in easy terms.
1. Ignore the youtube "embed" feature
2. Pick the youtube video you want, highlight and copy the url from the address bar at the top of the page. In this case it is "http://www.youtube.com/watch?v=zxSENC1jCsY"
3. When you post here, click on the triumphrat url icon, which is the one that looks like a world globe
4. Right click and paste the url into it.
5. Voila! as they say in Germany
6. As an edit, I have just noticed that all you need to do is literally copy and paste the URL into your post and it will automatically embed. No need to use the URL icon.