As explained below the field: URL for video file should include http://
(Idem for Preview image)

If I have a site of test www2.mysite and i include http://www2.mysite/... for the video urls, when I copy the content of the site to the real site www.mysite, I must modify all the video urls !

Is it possible to modify the module to accept relative url ? (Starting from the drupal root for example.)
If you check if there is no "http://", you can use the drupal root variable before the url given.